Match ends, FC København 1, The New Saints 0.
FC Copenhagen 1-0 The New Saints (Agg 3-0)
The New Saints bowed out of the Champions League but put in a spirited performance as they fell to defeat against FC Copenhagen.
Saints, who had lost 2-0 in the second qualifying round first leg, limited their hosts for large parts.
But Zeca's stunning second-half strike proved to be enough to settle the tie, 3-0 on aggregate.
Copenhagen face Red Star Belgrade in the next round while Saints drop into the Europa League.
They will face Bulgarian side Ludogorets Razgrad in that competition's third qualifying round.
Saints had lost 2-0 to Stale Solbakken's Danish champions in the first leg at Park Hall a week earlier and faced a difficult task.
But manager Scott Ruscoe had told his players not to be overawed by the occasion at the 40,000-capacity Parken Stadium.
Ruscoe made only one change with Chris Marriott coming in for Keston Davies while Copenhagen's side showed five changes from the first leg.
Saints frustrated the home side during an impressive first half with keeper Paul Harrison denying Pieros Sotiriou with his legs.
Ryan Brobbel had the Welsh champions' best chance of the opening 45 minutes with a fierce drive which went over the crossbar.
Copenhagen broke the deadlock on 52 minutes through Greek international Zeca's strike from outside the area which gave Harrison no chance.
Harrison made a great save from Nicolaj Thomsen before Jon Routledge's intervention thwarted Mohamed Daramy from doubling the home side's advantage on the night.
Saints' veteran keeper and captain denied Thomsen in stoppage time, the final act of the Welsh side's involvement in this season's Champions League.
New Saints manager Scott Ruscoe told BBC Sport:
"We've had one or two areas of good play, but I think our overall excellent possession was in the middle third of the pitch.
"We have troubled them at times but we didn't have enough legs or the punch to make a dent in them.
"We need to be better, we need to grow from it, we need to learn. We have to be fitter and stronger again, but getting fitter and stronger players costs money.
"They are 78 times our budget for a reason, in those terms we punch above our weight. I'm proud of my players and we go again and see if we can get through to the next round of the Europa."
- 3BengtssonSubstituted forVarelaat 79'minutes
- 10Gonçalves RodriguesSubstituted forDaghimat 60'minutes
- 23WindSubstituted forHolseat 60'minutes
The New Saints
- 3MarriottSubstituted forHudsonat 78'minutes
- 2SpenderBooked at 71mins
- 11CieslewiczSubstituted forLewisat 59'minutes
- 17EbbeSubstituted forDraperat 66'minutes
- Karim Abed
Second Half ends, FC København 1, The New Saints 0.
Substitution, FC København. Guillermo Varela replaces Pierre Bengtsson.
Substitution, The New Saints. Blaine Hudson replaces Chris Marriott.
Simon Spender (The New Saints) is shown the yellow card for a bad foul.
Substitution, The New Saints. Greg Draper replaces Dean Ebbe.
Substitution, FC København. Ahmed Daghim replaces Zeca.
Substitution, FC København. Carlo Holse replaces Jonas Wind.
Substitution, The New Saints. Kane Lewis replaces Adrian Cieslewicz.
Goal! FC København 1, The New Saints 0. Zeca (FC København) right footed shot from the centre of the box to the centre of the goal.
Second Half begins FC København 0, The New Saints 0.
First Half ends, FC København 0, The New Saints 0.
First Half begins.
Lineups are announced and players are warming up.