The pair, from the Democratic Republic of Congo, are among 10 refugee athletes competing under the flag of the International Olympic Committee.
Misenga, 24, lost his last-16 -90kg bout as Mabika, 28, was knocked out in the first round of the -70kg contest.
"When I'm older, people will see my name in the books about Rio," she said.
Misenga, who beat India's Avtar Singh in his opening match, lost by ippon to South Korea's Gwak Dong-han.
Misenga's home city of Bukavu was one of the areas worst affected by the Second Congo War, which began in 1998 and officially ended in 2003. Both he and Mabika began seeking asylum in Brazil during the 2013 World Judo Championships in Rio.
"It's an honour to be in the Olympics. I fought with a champion," Misenga said.
"I'm just really happy to be here because everybody understands and knows about the refugee team, knows the refugee story. People around the world, they're all watching this competition right now."
Mabika lost to Israel's Linda Bolder at Carioca Arena 2 on Wednesday.
But she said afterwards: "I'm representing many nations and my victory is a victory for all refugees in the world. I lost, but I'm here. The fight did not end today. The fight is not only judo, the fight is life."
Team Refugee's Popole Misenga and Yolande Bukasa Mabika "entered history" despite going out of the judo competition at the Rio Olympics.