Real Madrid drew 1-1 at home to Olympic Lyon to crash out of the Champions League Wednesday night.
It is the sixth consecutive season that the club has failed to get past the first knockout round of Europe's most important competition, but this year's failure is the most painful of all.
Returning President Florentino Perez invested over 250 million Euros in players such as Cristiano Ronaldo and Kaka with the aim of lifting a historic tenth title.
The fact this year's final is to be held in Madrid's Santiago Bernabeu Stadium was another factor motivating Madrid and is another reason why this failure hurts more than any.
Real Madrid's Sergio Ramos (R) duels for the ball during during the second leg of the first knockout round Champions League soccer match at the Santiago Bernabeu stadium in Madrid, Wednesday March 10, 2010.
With Xabi Alonso and Marcelo both suspended, Real Madrid coach Manuel Pellegrini opted to bring Guti back into his starting 11 along with Esteban Granero.
Meanwhile Cristiano Ronaldo, Kaka and Gonzalo Higuain formed a fearsome attacking trident to try and overturn Lyon's 1-0 advantage from the first leg.
With the Madrid press having built up the game for several days, the stands in the Santiago Bernabeu Stadium were packed out and there was a tremendous atmosphere in the stadium.
Everything looked to be going exactly to plan when Cristiano Ronaldo scored for Madrid after just six minutes. The Portuguese striker ran onto a Guti pass and fired home from a narrow angle with a low shot.