Southampton's push for the UEFA Europa League proper fell at the final hurdle as they were beaten 1-0 by FC Midtjylland in Denmark, going down 2-1 on aggregate.
After a 1-1 draw at St Mary's in the first leg of this tie a week earlier, Ronald Koeman's men travelled to Herning knowing they would need at least one goal if they were to reach the group stage of the competition.
Instead it was the Danes who were the only side to net in the second leg, with Morten Rasmussen's first-half strike enough to separate the sides in Herning.
Koeman had made three changes to the team that lined up against Watford four days earlier. James Ward-Prowse replaced Victor Wanyama, who was ruled out by illness, while Jay Rodriguez and Cuco Martina came in for Sadio Mané and Cédric Soares – both of whom were named on the bench after picking up knocks at Vicarage Road.
As the Herning rainfall built to torrential levels, the opening to the game was as lively as the atmosphere inside the compact MCH Arena – the noise generated by the supporters early on belied the stadium’s sub-10,000-person capacity.
It was the hosts who created the first moments of danger, with defender Kian Hansen launching two long throws into the Saints box in quick succession but both were scrambled clear.
The visitors then carved out two genuine goalscoring opportunities. First, captain José Fonte saw a diving header nodded off the goal line by Jakob Poulsen before Rodriguez teed up Ward-Prowse, whose shot was blocked by Erik Sviatchenko.
As the crowd quietened, so did the game. Rodriguez had the only further chance during the opening quarter-hour, hooking the ball over after Martina had done well down the right.
Steven Davis then stung the palms of Midtjylland goalkeeper Johan Dahlin before the hosts took the lead with 28 minutes on the clock. Rodriguez attempted to hold up the ball on the right flank but lost the ball to Daniel Royer, who quickly found Rasmussen to slot past Maarten Stekelenburg from a tight angle.
Pione Sisto then sent a shot over Stekelenburg’s crossbar, before Rodriguez forced a save from Dahlin after rising to meet Martina’s cross with his head.
Koeman declined to make any changes to his team after a disappointing first half, and it was the home side who had the first chance of the second when Jesper Lauridsen’s free-kick was flicked wide by the head of goalscorer Rasmussen.
The Saints boss’s first roll of the dice came ten minutes into the half as Dušan Tadić replaced Steven Caulker, with the formation changing to 4-2-3-1.
The Serbian quickly tried his luck at goal, sending a 20-yard effort off target, before the hosts had a penalty appeal waved away when Poulsen tumbled in the box under pressure from Oriol Romeu.
Martina was then propelled into the thick of the action, first making a vital block to prevent Andersson’s shot reaching the target before prompting wild protests among the home support when Stekelenburg picked up the defender’s bundled deflection back towards goal.
Saints upped the ante going into the final half-hour, bringing on Shane Long, but struggled to find a way past a physical Midtjylland defence.
Royer could well have wrapped things up ten minutes from time, but curled the ball just wide after cutting onto his right, while substitute Rilwan Hassan saw a late effort saved in injury time as the curtain came down on Saints' European dream.
FC Midtjylland: Johan Dahlin, Kristian Bach Bak (c) (Andre Rømer 83), Kian Hansen, Erik Sviatchenko, Jesper Lauridsen, Tim Sparv, Petter Andersson (Martin Pušić 80), Jakob Poulsen, Pione Sisto (Rilwan Hassan 68), Daniel Royer, Morten Rasmussen. Unused substitutes: Mikkel Andersen (GK), Kristoffer Olsson, Patrick Bangaard, Paul Onauchu.
Goal: Rasmussen (28)
Booked: Poulsen (43), Sviatchenko (67)
Southampton: Maarten Stekelenburg, Cuco Martina, Steven Caulker (Dušan Tadić 56), José Fonte (c), Maya Yoshida, Matt Targett, Oriol Romeu, Steven Davis (Juanmi 83), James Ward-Prowse, Jay Rodriguez (Shane Long 76), Graziano Pellè. Unused substitutes: Kelvin Davis (GK), Cédric Soares, Sadio Mané, Harrison Reed.
Booked: Rodriguez (37), Targett (70)
Referee: Liran Liany (ISR)