In the last decade Chelsea have won it all at home — League titles, FA Cups and League Cups — but the big one still eludes them. Today a first Champions League triumph seems a world away.
While Manchester United marched on last night with hopes of a fourth European Cup and a second treble still alive, thanks to the creative genius of Ryan Giggs, Chelsea were left with nothing but pain and frustration in the most prestigious club competition in the world.
They'll be getting used to it by now. And they have only themselves to blame.
Think about the opportunities they have missed in the Champions League since Roman Abramovich flew into London on his private jet and took control of Stamford Bridge in 2003.
They've reached quarter-finals, semi-finals and the decider itself in 2008, but unlike the owner eight years ago when he bought the club from Ken Bates, the players have been unable to seal the deal.
The closest they came was on that wet night in Moscow when John Terry slipped as he struck what should have been the winning penalty in the shoot-out.
Close doesn't cut it at this level.
It's all about winning and getting the job done.
Manchester United did it then and they did it again in this season's quarter-final.
The story goes that Abramovich fell in love with football watching United play Real Madrid at Old Trafford in a classic Champions League clash.
You can bet he didn't enjoy his latest visit to the Theatre of Dreams as much.
Some estimate the Russian oligarch has spent close to £1 billion on Chelsea.
Don't worry, he's hardly on skid row, given that his personal fortune is eight times that figure, and recently he took delivery of a yacht named Eclipse which cost a mind-boggling £600 million, but still you wonder how he's going to stay interested in the west London club when he's plainly not getting what he wants from it.
He's tried a few managers down the years — Claudio Ranieri, Jose Mourinho, Avram Grant, Luiz Felipe Scolari, Guus Hiddink and Carlo Ancelotti.
If Abramovich sticks around, I've a hunch a new one will be coming in the summer.
On the eve of the second leg against United, Ancelotti declared he had another year on his contract and whatever the outcome last night he would keep his job.
Not sure what the Italian is for “don't count your chickens” but someone should tell Carlo.
He didn't help himself last night by starting the forlorn figure of Fernando Torres.
Once upon a time when former Liverpool star Torres wore red at Old Trafford, he bullied Nemanja Vidic and Rio Ferdinand, ripping then to pieces with his pace, power and precision finishing.
In blue the Spaniard, who cost Abramovich £50 million in January, looked like a little boy lost.
By the time he had been substituted at half-time, United were ahead courtesy of a poacher's goal from the superb Javier Hernandez — he cost £6 million by the way — after the magical
Giggs had set the chance on a plate for him just as he had done in the first leg at Stamford Bridge for Wayne Rooney, who like the Welshman excelled in the tie.
Didier Drogba replaced Torres and made a major difference. Suddenly Chelsea, despite going down to 10 men when Ramires was dismissed, had a forward threat and how — with Drogba firing in a 77th minute equaliser.
At that stage the visitors harboured hopes of a famous comeback, but seconds later such thoughts were banished when Giggs, once again, provided a sublime assist for Ji Sung Park to hammer home giving United a 2-1 win on the night and 3-1 success on aggregate.
Giggs continues to amaze. As I've said before, he should be Player of the Year.
Abramovich should have bought him for £50 million in January.
While Sir Alex Ferguson smiled as the final whistle blew, the second most powerful man in English football, Abramovich, shrugged his shoulders in resignation.
Another big European night, another failure.
There are some things that money can't buy.
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