Wales' bid for a place in the Portuguese sun next summer was shot down in cold blood by the Russians, who had become public enemy number one in Wales this week.
Vadim Evseev, the full back involved in the uproar in Moscow on Saturday with Ryan Giggs, headed what turned out to be a first-alf winner that sends the Russians to the Euro 2004 finals.
Once again Wales failed at the death to reach a major finals, this heartbreaking defeat so similar to their World Cup qualifying failure ten years ago this week.
Wales, after their 0-0 draw in the first leg, were never at their best in front of 73,062 of their countrymen, but they still wasted three glorious chances that could have clinched this second leg.
Their three most experienced men - John Hartson, Gary Speed and Giggs - all failed at crucial moments, Giggs seeing a shot on the turn hit a post.
Wales battled away, lacking creativity to break down a solid Russian rearguard, and it was Giggs who was first down the tunnel when the final whistle sent this bowl of a stadium into mourning.
He is 30 later this month and must fear that he may never appear in the finals of a major competition.
Boss Mark Hughes had taken Wales so close, but they just could not find the slice of luck or ability to pull this one back.
Hughes had asked his players to grab the moment to change their lives but for long periods nerves and tension got the better of the Welsh side.
The atmosphere in the packed Millennium Stadium was electric as Wales fans prayed for an end to 45 years of hurt - it is that long since they have reached a major finals.
And, after the heroics of the Moscow, Hughes stuck with the side that fought so well in the first leg.
Georgi Yartsev, having lost two players through bans from that match in Sergei Ovchinnikov and Alexander Mostovoi, also left out Dmitry Loskov and Dmitry Sychev. In came uncapped goalkeeper Viacheslav Malafeev, Rolan Gusev, Egor Titov and Marat Izmailov.
Such was the anger in Wales at the treatment of their team in Moscow and the Russian attempt to get Giggs banned from the match for an alleged elbow incident, the Millennium crowd actually booed the Russian anthem.
And that animosity spilled over on to the pitch with Robbie Savage's fierce challenge on Evseev - the player involved with Giggs in the rumpus - causing referee Manuel Gonzalez to issue the Birmingham man with a severe warning, as well as explaining the reasons to skipper Speed.
But Evseev had once again gone down too easily and the crowd were instantly on his back. Then Alexei Smertin raised the temperature further, clattering into Andy Johnson.
Chances were rare, but Wales had the first clear one on 13 minutes when Johnson won a header on the edge of the box and it fell to Hartson, who turned to fire wide of the far post.
But it was not flowing for Wales. They were too predictable and being threatened continually on the break. The crowd sensed a goal would come, and it arrived on 22 minutes and sent this giant bowl of a stadium into stunned silence.
Darren Barnard, who had such a good game in Moscow, got caught on the wrong side of Gusev and clipped his heels. The CSKA schemer then chipped in the free kick and Evseev, of all people, headed home from inside the six-yard box, the away goal Wales had been so desperate not to concede.
Wales were now fearful of conceding another and tentative in their play. And when Izmailov went on another crossfield run, the move ended with the impressive Gusev lashing a 20-yarder wide.
The Russians had plainly learnt from the first leg and were pressuring Barnard and giving Jason Koumas little space. They could now sit deep, mark Hartson tightly and pick up the slack passing, and there was plenty of that from Wales.
Then it was Giggs who blew a glorious chance to equalise two minutes from the break. Barnard's long ball into the box was nodded down by Hartson for Giggs, and the packed stadium was stunned again, this time seeing the Manchester United ace spin and hit the foot of a post.
Wales needed to equalise quickly and it should have come on 48 minutes after Giggs' run had won a corner. Koumas swung it beyond the far post and Speed arrived unmarked to send a downward header wide.
Wales were now getting frustrated and Savage was booked on 56 minutes for battering into Sergei Ignashevich.
A minute later the baying Cardiff crowd got what they wanted, and that was their own little hero into the fray in Robert Earnshaw. Sixty seconds later he was welcomed to the occasion by a chopping tackle that cost Izmailov a caution.
Wales seemed fortunate to avoid conceding a penalty after 62 minutes when Danny Gabbidon's challenge looked to bring down Izmailov.
Koumas tried a 20-yarder that Malefeev lazily pushed out and Paul Jones produced a fantastic close range save on 75 minutes when Bulykin was clear in the box, clawing the ball behind for a corner.
But there was no way back for Wales.
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