Patrice Evra was left frustrated as Manchester United's Double hopes ended with their FA Cup defeat at Chelsea and said he had expected to win at Stamford Bridge.
The France international captained United in Chelsea's 1-0 victory which meant that Sir Alex Ferguson's team, who had been chasing a Treble three weeks earlier, now only have the Premier League to win.
Evra joined United in 2006 but still has not won the FA Cup and only Ryan Giggs, Paul Scholes and Darren Fletcher of the current squad have winners' medals from their time at United.
And the left-back told ITV: "It's a massive disappointment for us. We didn't expect to lose and we really wanted to win the Double. A lot of players, including myself, haven't won the FA Cup and it was an important trophy for us."
Demba Ba scored the only goal of the quarter-final replay but Evra believes the key moments came in the initial match at Old Trafford when United, who were 2-0 ahead in the first 11 minutes, were pegged back in the second half.
Evra added: "I think we lost the tie in the first match. We have to be realistic with ourselves - we gave the first game away. We were winning 2-0, they came back from 2-0 down and we drew 2-2. After that we had another chance to win at Stamford Bridge but Chelsea deserved to go through."