I know how the Manchester City players felt on Sunday. I've been there.
Camp Nou, May 26, 1999.
Manchester United against Bayern Munich in the Champions League final. Our two late goals saw us come from behind to win 2-1 and clinch the treble.
I never experienced a better high in my career and I wasn't even on the pitch for the last nine minutes of the game.
It was one of those moments where I was buzzing for days, weeks even, afterwards. Even thinking back now makes the hairs stand up on the back of my neck.
There are similarities with what happened on Sunday at the Etihad Stadium. We did not play well in Barcelona against Bayern Munich, nor did City against QPR.
We had been the best team in Europe and yet we couldn't get the goals we needed - just like City. It defied logic.
In Camp Nou, I was doing my best but it wasn't enough. Football can be cruel like that. All that hard work, preparation and talent can add up to nothing.
But sometimes everything clicks and comes together as it did in most games for us in 1998/99.
We never gave up in Camp Nou, though. We were all professionals who gave it our all, but Bayern Munich went ahead early in the game and they were the better team throughout.
Try as we did, we just could not get back into the game.
We were missing two key players in Roy Keane and Paul Scholes, but we still had top midfielders like Ryan Giggs, Nicky Butt and David Beckham.
Sir Alex Ferguson didn't say much at half time, but he did say: "When you walk back out on to the pitch, take a long look at that trophy and do your very best to win it. Because if you don't, that's the closest some of you are ever going to get come to the European Cup."
They were inspired words, but we still could not score. Luck plays a bigger part than most would credit, a ball that spins the wrong way, a referee missing something.
As I was substituted after failing to score, I started to think about defeat and disappointment.
The United bench seemed equally depressed. I thought about the prospect of having to face my family and fans who had travelled to Spain for the special occasion, which was turning out to be anything put special.
Defeat is something you have to learn to take in football, but not in a final.
As the final minutes clicked down, ribbons in Bayern Munich's colours were put on the trophy. And then it changed in two dramatic minutes.
Two injury time goals won the European Cup for us, and the Premier League championship for City. Our first goal, from Teddy Sheringham, gave us a second chance. The second, from Ole Gunnar Solsjkaer, was the winner.
As the Bayern players lay devastated on the floor - I'll never forget defender Sammy Kuffour punching the pitch in desperation - everyone went wild, running from the bench towards the corners where the players were celebrating.
The final whistle came in among the madness of that celebration, which started with the winning goal and went right through the night.
I'm sure City players and felt exactly the same - a feeling made even sweeter because their success comes at the expense of Manchester United.
They took 44 years to win it and they'll remember it for another 44 years, reminding every United fan about Sunday's dramatic events.
City deserve to be champions; any team top at the end of the season does.
They beat United home and away and scored more goals. The title victory will give them the confidence to win more trophies.
The players will feel like the best in England because they are the best in England; the table does not lie. They won't feel inferior to anyone anymore. That's what winning does, it lifts your confidence sky high.
The mood will be very different among the United players. They'll not want to feel like they do now ever again.
They'll have to channel that frustration into being stronger next season, into improving and not missing so many chances.
And the United supporters probably feel like those Bayern Munich fans in Camp Nou in 1999, not that I cared how they felt when we won. Nobody remembers the losers.
Andrew Cole's column is written with the assistance of European football correspondent Andy Mitten.
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