Mainz midfielder Julian Baumgartlinger said Thursday's loss to Asteras Tripolis in the UEFA Europa League was "pure disappointment".
Tripolis trumped Mainz 3-1 in Greece to claim a 3-2 aggregate victory in the third round of Europa League qualifying, as the Bundesliga club failed to reach the group stage of the competition for the third straight attempt.
Mainz had previously lost to Romania's Gaz Metan Medias in qualifying for the 2011-12 Europa League, while they fell to Sevilla in the 2005-06 campaign.
But Thursday's loss appeared even harder to take for Mainz, as they were leading on away goals in Tripoli until Pablo Mazza struck his second goal of the game for the hosts with just four minutes remaining.
"This is pure disappointment but it's our own fault," Baumgartlinger said.
"We can't just give away the game like that."
Mainz won the first leg 1-0 last week thanks to Shinji Okazaki's goal but Tripolis levelled the tie in the 30th minute of the second leg when Pablo De Blasis' cross looped over goalkeeper Loris Karius and into the net.
But the German visitors regained the aggregate lead just nine minutes later when Koo Ja-cheol evaded three defenders in the box to score.
Mainz were still on top when Mazza scored his first of the game in the 68th minute after a rapid counter-attack.
But in the 86th minute, Mainz failed to defend a long ball, which was flicked on by Khalifa Sankare to Mazza, who converted from a tight angle, and suddenly Kasper Hjulmand's side were eliminated.
Hjulmand replaced long-time Mainz coach Thomas Tuchel at the end of last season but the former Nordsjaelland boss is not the only change from 2013-14 with key attackers Maxim Choupo-Moting and Nicolai Muller departing for Schalke and Hamburg respectively.
Choupo-Moting and Muller scored 19 goals between them in the Bundesliga last term.
"We knew that the beginning of the season was going to be hard because of all the departures," midfielder Johannes Geis said.
|32||P. De Blasis||30'|
|7||P. Mazza||58' 68' 86'|
|Coach: S. Vergetis|
for Z. Badibanga 29'
for J. Munafo 59'
for A. Panteliadis 83'
|Paris Saint-Germain v Guingamp: Champions out to pile pressure on Lyon|
|Benitez agent to meet with De Laurentiis|
|Chelsea´s ´boring´ style not an issue - Arnesen|
|Ramos laments poor Turin display|
|Southampton to place trust in academy - Reed|
|Bale not listening to failed managers - agent|
|Bigirimana believes relegation could be good for Newcastle|
|Chelsea still hungry for Liverpool win - Matic|
|Bournemouth to invest in players before stadium|
|Police visit Sports Direct over Rangers investigation|
|Guard of honour should spark Liverpool - Lallana|
|Liverpool to sign teenage Portuguese star|
|Thiago would´ve stayed at Barca under Pep|
|Copa Libertadores Review: Tigres advance to quarters|
|Houston Dynamo 0 San Jose Earthquakes 1: Kinnear claims triumphant Texas return|
|Martinez: Everton got carried away during unbeaten run|
|Neymar has flourished with captaincy - Dunga|
|A-League Preview: Victory, City to meet in biggest Melbourne derby|
|Ramos: Real Madrid in box seat|
|´Bale gave Real nothing´ - Keane|
|Hill backs Ramsey for QPR job|
|Ancelotti confident of Real revival|
|Allegri rues late Llorente miss in Juve triumph|
|Juve sent a warning - Pirlo|
|Inverness Caledonian Thistle 2 Dundee United 1: Ofere and Williams keep European dream alive|
|Juventus 2 Real Madrid 1: Spot-on Tevez earns first-leg lead|
|Sturridge hip surgery a success|
|Coloccini calls for unity as Newcastle target survival|
|Doumbia cleared to make Milan trip|
|Harper calls for Hull unity|
|Guardiola not distracted by Barca homecoming|
|No defence can stop Barca star Messi - Guardiola|
|Neuer ready to face Barca strike trio|
|Napoli v Dnipro: Benitez seeks to make experience count|
|Jones ready for United return|
|Injury rules Oscar out of Brazil´s Copa squad|
|Mazinho proud ahead of Barca v Bayern contest|
|Sevilla v Fiorentina: Kolodziejczak confident ahead of semi-final test|
|Skipper Soriano set for Villarreal return|
|Martinez wary of Pienaar risk|
|AFC Champions League Review: Holders Western Sydney out due to last-gasp Seoul winner|
|Barca focused ahead of Pep return - Luis Enrique|
|Messi has ´no problem´ with Luis Enrique|
|Relegated Tranmere appoint Brabin|
|Ujah agrees Werder transfer|
|Magath backs Guardiola to remain at Bayern|
|Mathieu out of Bayern clash|
|Burnley appeal Duff dismissal|
|Setif drawn in Algeria-heavy Champions League group|
|Terry calls for new Drogba deal|
|Saul agrees bumper Atletico deal|
|Arsenal need to finish season strongly - Wenger|
|New Bilbao deal for Gurpegi|
|Pepe puts Morata friendship aside for Champions League match-up|
|Terry: Too long between titles|
|Hazard can be as good as Messi, Ronaldo - Fabregas|
|Carlisle ´deeply ashamed´ about suicide attempt|
|Tevez planning to win Champions League with Juve|
|Blatter ´knows absolutely nothing´ - Maradona|
|Allegri: Ancelotti a smart man|
|Sunderland academy coach to manage Oldham|
|Primeira Liga Review: Braga secure Europa League berth|
|Bruce backing Hull to respond against Burnley|
|Almeria 2 Celta Vigo 2: Bifouma, Zongo inspire hosts´ comeback|
|Arsenal can mount title bid - Wenger|
|Turkish Super Lig Review: Besiktas and Galatasaray remain locked at the top|
|Cagliari 4 Parma 0: Festa revival back in gear|
|Hull City 1 Arsenal 3: Sanchez at the double as visitors close on second|
|Blackpool - Huddersfield game will not be finished|
|Allegri vindicated by Juventus success|
|Russian Premier League Review: Krasnodar close the gap as Zenit slip up|
|Al Ahly dismiss Garrido|
|MLS Preview: Kinnear returns to Dynamo with Earthquakes|
|Ancelotti all out for victory against Juventus|
|Ramires recovering well after sickness|
|Prince Ali would back rival FIFA candidate to oust Blatter|
|Barcelona v Bayern Munich: Guardiola makes Camp Nou return|
|Kruse a target for Wolfsburg - Allofs|
|Fletcher backing Bournemouth to ´surprise a few´|
|Bremen agree deal with Fritz|
|Carver gets Newcastle backing|
|Blaszczykowski suffers groin tear|
|Boateng warns of Barca ´storm´|
|Brouwers agrees Gladbach extension|
|Benzema to miss Turin trip|
|England great Jimmy Greaves suffers stroke|
|Cabaye concerned by bit-part role at PSG|
|Parry: Anfield expansion a major boost|
|Ki targets Arsenal win and seventh spot|
|Pirlo eyes potential Champions League swansong|
|Mourinho rounds on critics after clinching title|
|Henderson: Liverpool can push on without Gerrard|
|Lack of goals a concern for Van Gaal|
|Hard to keep Benteke - Bacuna|
|MLS Review: Sporting KC end Chicago streak, Martins brace furthers NYC pain|
|Copa Libertadores Preview: River eye revenge in Superclasico|
|Garcia lauds ´impressive´ Roma|
|Pavon goal scores him a BMW for a month|
|Boca beat River in Superclasico|
|Inzaghi to blood youth after third straight Milan defeat|
|Blanc urges PSG to ´remain vigilant´|