The feeling was all too familiar for Cardiff City. This was the third time in four years that their supporters have trudged back along Wembley Way struggling to come to terms with a chastening defeat. Runners‑up in the FA Cup final in 2008 and beaten in the Championship play-off final two years later, the Welsh club must now try to deal with the heartache that accompanies losing in the League Cup final on a penalty shootout.
The conclusion would be that trips to this stadium would be best avoided in future although Cardiff have nothing to be ashamed of after this latest setback. Malky Mackay's courageous players were a credit to their 32,500 fans and, but for the width of the upright – Kenny Miller and Rudy Gestede both hit the post in the shootout – they could have departed this arena celebrating their first major trophy since 1927. Instead there were only tears as Anthony Gerrard dragged Cardiff's fifth and final spot-kick wide.
There was a consoling hug from Steven Gerrard, his cousin, at the end of a remarkable final, when Cardiff gave an impressive account of themselves.
They might even have pinched victory in normal time but Miller, who said on the eve of the game that he would go to bed on Saturday night dreaming about scoring a late winner, volleyed Don Cowie's pass over the bar with two minutes of normal time remaining.
That moment was still preying on the mind of Mackay when he emerged from a crestfallen dressing room afterwards. "The boys are disappointed but we have a lot to be proud of," the Cardiff manager said. "We lost with dignity, and in the last couple of minutes of full time we had a fantastic chance, a great bit of movement, a ball into Kenny who swivelled brilliantly and I thought that was going to be it and we were going to win the cup with two minutes to go. And then it just missed the top of the bar.
"We were disappointed with the goal we lost in extra time but I think the courage we showed to come back and to score the equaliser, which I think was thoroughly deserved, showed the character, the spirit and the never-say-die attitude of the team. So to take one of the top teams in England and possibly Europe to penalties and to run them so close makes me very proud of that group of players in there."
There were plenty of Cardiff heroes. Tom Heaton, the former Manchester United goalkeeper who has spent much of the season on the bench, was outstanding, the highlight of his display being the wonderful save he made in the shootout to push Gerrard's kick on to the crossbar. Mark Hudson and Ben Turner, whose scrambled goal in the last couple of minutes of extra time forced penalties, were superb in central defence while further forward Joe Mason dispatched his goal that gave Cardiff the lead with supreme confidence.
The challenge for Mackay and his players now is to pick themselves up from this gut-wrenching defeat and use it as a motivation to revive a promotion challenge that had started to go off the rails after they defeat Crystal Palace to reach the final. They are sixth in the table and face the second-placed West Ham United at home on Sunday. "We need to be proud of what we achieved and we need to show that this will not affect our season," said Mason. "West Ham is a pivotal game."
For Anthony Gerrard, however, it will be difficult to look that far ahead. It was his poor clearance, after he came on as a substitute in extra time, that led to Dirk Kuyt putting Liverpool 2-1 in front, although the biggest disappointment of his afternoon was still to come. Not that anyone was pointing a finger of blame.
"To play like we did today needs togetherness, so it's not about individuals, it's about a group of players who get round each other in times of defeat," said Mackay. "The group went out there to take the Carling Cup back to Wales and we came within a penalty-kick of doing that."