Manchester United have now gone four seasons without silverware after losing to Villarreal on penalties in the UEFA Europa League final played on Wednesday night.
After drawing 1-1 in regular and extra time, the two teams went for the lottery with the Yellow Submarine winning 11-10 on penalties.
All the 20 outfield players converted their penalties in the longest shootout in a final of any Uefa competition.
Both goalkeepers failed to score from the spot, Villarreal goalkeeper Geronimo Rulli blasting wide his effort and then denied De Gea in the last gasp spot kick.
This was Villarreal's first major trophy in their history and saw former Arsenal and Seville boss Unai Emery lift the Europa League for an unprecedented fourth time.
Ole Gunnar’s United were simply did not do enough and failed to make use of all the possession they had.
Solskjaer's side did not start well and fell behind to a soft goal from Gerard Moreno.
Edinson Cavani dragged United level 10 minutes into the second period after a Marcus Rashford shot had been deflected into his path, but United failed to build on that momentum and by the end Solskjaer was introducing Juan Mata and Alex Telles purely to take penalties in the shootout.
Both players scored. Although given De Gea had failed to save any of the previous 21 penalties he had faced, maybe Solskjaer should have followed the example of former United boss Louis van Gaal, who famously brought on Tim Krul purely for a shootout at the 2014 World Cup, which the Netherlands went on to win