From Stuart Pearce and Chris Waddle in 1990 to Ashley Young and Ashley Cole in 2012, several stars have missed penalties to end England's involvement in tournament finals
"They get taken every day, we'll wait and see," Hodgson said Monday after the goalless draw with Slovakia in St Etienne. "Penalties in training and penalties in front of a lot of people is a different thing as we in England well know."
No other major country has such a poor record in penalty shoot-outs as England. On six occasions their players have made the long, lonely walk to the spot and five times they have been defeated.
West Germany in 1990 started the English tale of woe and the unified Germany rubbed salt in the wounds in 1996 - after England had actually eliminated Spain in their only penalty victory.
Portugal twisted the knife in both 2004 and 2006 and Italy kept their cool to send England crashing out of the last Euros in 2012.
Draws against Russia, 1-1, and Slovakia in this edition along with a last-minute 2-1 win over Wales in Group B suggest that while England are hard to beat, winning games is not coming easily despite good performances.
England have dominated long spells of all three matches only to waste a series of chances, suggesting their last 16 knock-out match in Nice against the runner-up from Group F (Portugal, Iceland, Austria or Hungary) could go all the way.
That was not yet a prospect Hodgson was willing to contemplate in too much detail despite the training ground practice.
"We're not doomed to penalties, we're not doomed not to score goals," he said. "We're capable of winning a game in 90 minutes."