Bayern Munich did not know what had hit them after going down in the final of the UEFA Champions League at home to Chelsea.

The Bavarians succumbed on penalties at the end of a dramatic evening, just when it seemed they were going to become the first club to lift the trophy in their own stadium.

And goalkeeper Manuel Neuer said words just could not describe their disappointment. "Defeats always hurt, but this is a moment in which we feel empty," he said. "We really don't know how this could have happened in such a way. We just lacked that tiny bit of luck. I am a bit lost for words."

We are left wondering when we are going to have the chance to play in a Champions League final again.

Manuel Neuer, Bayern Munich goalkeeper

Bayern arguably had the better of the match, but like Barcelona before them, they just could not break down a stern Chelsea rearguard. They thought they had clinched the title when Bavaria-born Thomas Muller put them ahead with seven minutes to go, but Didier Drogba equalised to make it 1-1 and send the game into extra time.

And they felt victory was theirs when they were awarded a penalty in the extra period, only to see Petr Cech save Arjen Robben's spot-kick.

With Chelsea missing their first kick of the shoot-out and Neuer himself stepping up to put them 3-1 ahead, the trophy looked to be remaining in Munich until Chelsea held their nerve while Bayern lost theirs. "We don't know how this happened," added Neuer. "We always believed we could keep the cup here.

'We had hand on cup'
"We were always on top of this game, whether in normal time when we went 1-0 up, or in extra time with the penalty, we were just generally the better team over 120 minutes and then to be ahead in the penalty shoot-out, with everything running for us, we had one hand on the cup.

"That is why it hurts so much. Now we are left wondering when we are going to have the chance to play in a Champions League final again."

The whole of the Bayern dressing room was sat in silence, according to Neuer. "At the moment, everybody is just keeping his thoughts to himself and there are lots of people with their heads down in the dressing room," he said. "I think it is obvious that we are not talking much. We all know that we have failed and so it is simply a bad feeling."