The Dutchman went through one-on-one with Spain goalkeeper Iker Casillas but saw his shot saved before Andres Iniesta grabbed a dramatic extra-time goal to win it 1-0. It would have been a very different story if Robben could have found the net, a thought that has been nagging the Bayern Munich star since.
"On a day like today, I think about it a lot," Robben said as the Dutch team visited Prime Minister Jan Peter Balkenende and Queen Beatrix to be honoured for reaching the final. "It hurts to miss such a chance."
Coach Bert van Marwijk, who has been heavily criticised for his negative tactics in the match, was nevertheless knighted along with captain Giovanni van Bronckhorst for taking the team as far as he did. Even so, he was also not in a mood for celebration.
"It is increasingly going through my head, we were so close," he said in quotes reported by AD Sportwereld. "We had to win."
However, the Prime Minister said the team could be proud of their achievements, and pointed to the unity they had shown in contrast to recent Dutch teams at major international competitions. "The Dutch team had balance," he said. "They were a strong team, mentally and physically. It was a team that was close and harmonious. It was a disciplined collective with a mission, with full resilience, fighting spirit and confidence.
"Look how far that attitude brought us. That is worth a great compliment, to the players and also to the staff, led by Bert van Marwijk. It had an impact on the country. Oranje was one, and the Netherlands stood as one behind Oranje."
The events were part of a day of celebrations, beginning in The Hague this morning before the team headed to Amsterdam for a boat tour and open-air party this afternoon.