It ended in the same way as Cardiff City's previous two finals at the new Wembley - defeat.
Another loss at Wembley - and in such heartbreaking fashion - will be hard to take for the Bluebird army, who had travelled in their thousands.
But Cardiff supporters can reflect on their side's League Cup final performance with a sense of pride.
"We've a lot to be proud of," said manager Malky Mackay following the penalty shoot-out defeat. "We lost it with dignity."
Like most Liverpool victories of the past decade, Gerrard would prove be the pivotal figure. This time, however, Steven was not the headline maker.
The day had started with Cardiff fans joking Liverpool's team coach would be best served following them on the way to Wembley.
The journey along the M4 to North London is one Cardiff and its supporters have become used to during recent seasons.
Four appearances in as many years at the home of English football would be the envy of several Premier League clubs, Liverpool included.
Wembley Way was awash with red and blue, a mix of Welsh and Scouse accents with fans making the most of the sunshine which greeted them.
Mingling with supporters and enjoying the pre-match build-up were Cardiff's Malaysian backers Vincent Tan and chairman Dato Tan Tien Ghee, along with chief executive Alan Whiteley.
He said: "For any Championship club to get to a final at Wembley is a stunning achievement. It's a great day for the club and a great day for the fans."
But amidst the anticipation and excitement there was time for reflection and solemn remembrance too.
Cardiff fans paid their tributes to a fellow Bluebird, Mikey Dye, who had lost his life before the England-Wales match here last September.
Both sets of fans were in fine voice - Cardiff with 'Men of Harlech' and Liverpool's 'You'll Never Walk Alone' - as the players went through their final paces.
There was no place in the starting line-up for Craig Bellamy and, for once, there were no jeers from the opposition supporters when his name was announced.
They still appreciate the Wales striker's efforts during his loan spell in south Wales last season and the affection he still clearly holds for his home-town club.
Bellamy had barely settled into his seat as the game began in frantic fashion, but Cardiff kept their heads and Mackay's side slowly settled into the game.
Mackay was as close to the action as he could get on the edge of the technical area, shouting instructions and encouraging his players.
But the usually animated Scotsman was probably the calmest man in the stadium when Joe Mason gave the underdogs the lead.
The Cardiff end behind Tom Heaton's goal erupted. It was a moment to savour, especially against the competition's most successful side.
But the more cautious amongst the 31,000 would have recalled they had taken the lead two years ago in the Championship play-off final against Blackpool, a game which ultimately ended in defeat.
And as if to haunt them of that day, Charlie Adam, one of Blackpool's goalscorers, flashed a shot just inches wide of Tom Heaton's left hand post.
Kenny Dalglish sent his team out early for the second half but it was Cardiff's 'King Kenny' - Miller - who had the first opportunity of note.
Liverpool had found it hard to break down Cardiff's resolute defence and the stage was set for the introduction of Bellamy.
Two minutes later, and on the hour, Martin Skrtel delivered a blow to Cardiff's hopes with Liverpool's equaliser.
Cardiff were now fearing the worst as Liverpool upped their game. The Liverpool fans too were now expecting the Premier League class to show through.
But Cardiff held on doggedly and not once did they look out of place.
Dalglish and Mackay - two former Celtic players - continued to pace the touchlines as the game ebbed and flowed.
Both teams - and supporters - enjoyed dominant spells as the game edged closer to extra time and the final whistle was a welcome relief as the tension mounted.
The extra half hour was as absorbing as the previous 90 minutes had been but in the second period it was substitute Dirk Kuyt who struck to give Liverpool the advantage.
Dalglish celebrated with the same exuberance as he had done in May 1986 when his winning goal against Chelsea had secured his first trophy as manager.
But Cardiff were far from finished. Hard work and endeavour has been instilled into the team by Mackay since he arrived at the club last summer.
They were not going to give up on their dream and Ben Turner, a player signed by Mackay, rescued his side.
"You're not singing anymore" was Cardiff supporters' riposte as their Liverpool counterparts were stunned into silence.
Having screamed and shouted all afternoon it was a surprise anyone had the energy left to sing.
They just about had enough energy to witness a dramatic penalty shoot-out with the first, by Steven Gerrard, saved by Cardiff keeper Tom Heaton.
Three minutes later, Cardiff's fate hinged on Gerrard's cousin Anthony. He failed to find the target and Liverpool had secured an eighth League Cup.
It was a cruel end to what had been a memorable Cardiff performance, but a sign of how far they have developed under Mackay.
At the start of the season very few would have predicted Cardiff pushing for promotion, let alone contest a Wembley final, following a summer of upheaval.
Cardiff - fans, players and officials - will have plenty of time to reflect on what could have been as they make their way home from Wembley.
But there will also be plenty of time to look ahead too under the steady guidance of Mackay.
It might feel like the end of the world now, but it is far from a season's end for Cardiff City.