Having recruited a manager with experience of two penalty shoot-out successes in major international tournaments, Chelsea must have thought they had bought immunity from future spot-kick disasters. Not a bit of it.
The Blues succumbed to their fifth successive penalty-kick defeat and although Wednesday night's latest tale of woe hardly ranks with the agony of the Champions League final in Moscow, the wound will feel raw.
Chelsea have come full circle in their spot-kicks sagas. In 2005, Jose Mourinho's team went out to Charlton on penalties at Stamford Bridge after a 1-1 draw in the same competition and this week, it was Burnley repeating the trick.
In between there have been two defeats to Man United - last year's Community Sheild as well as the Moscow final - and one to Liverpool at Anfield in a Champions League semi-final the season before last. In fact, it is 10 years since they experienced the relief of making progress in a cup competition via penalties.
Luiz Felipe Scolari has known mostly joy in this manner of settling stalemates and has fond memories of quarter-final triumps over England in both World and European Cups. But not even he could inspire a reversal of fortune for the hapless Blues.
It probably should not have come down to such a defeat, considering the took a first-half lead through the rehabilitating Didier Drogba, and that Branislav Ivanovic almost made it 2-0 before the interval with a header against the crossbar.
But in truth, the Blues were poor in the second half and Burnley, backed by 6,000 of their fans, grew in confidence as they sensed a way back.
When Chris Eagles forced a save from Carlo Cudicini on 70 minutes, Ade Akinbiyi was on hand to tuck the rebound away and raise doubts within the home ranks.
Keeper Brian Jensen was the hero of the hour for the Clarets, saving from Wayne Bridge and John Obi Mikel to condemn the Blues to more introspection about some of their latest failings.
Elimination from the Carling Cup ought not to be alarming, but it displays a fallibility that will encourage opponents in the quest for honours.
Scolari fielded a side that was strong and experienced in comparison to those selected by biggest rivals Arsenal, Liverpool and Man United in their cup ties this week, but their fade-out was a cause for concern. Not even the early arrival of Frank Lampard in place of a hobbling Juliano Belletti could save the day.
Two more images summed up Chelsea's awful night against the Championship side. One was the sight of Franco Di Santo limping off with a hamstring strain at the start of extra time to condemn the home side to playing out the contest with 10 men, the other was Drogba spoiling his world class strike by gesturing at the away fans and lobbing a coin back at them after one had been thrown at him.
That incident is bound to have repercussions for both club and player, with bans and fines all round, although the Ivorian did apologise for his folly.
As for Scolari, he must now quickly ensure defeat to Liverpool at home the other day and now this cup elimination does not become contagious.
"We have chances to win, but what happened was the same as in other games," said the Chelsea coach. "We make many mistakes when we arrive in front of goal, four or five times. If we have more quality in that time, we win this game, for sure.
"We lost one competition today and this is not normal for us. We want to win all the competitions. But no I'm not angry with the players. If I'm angry, I'm angry against me, because I am the coach. If they make a mistake, maybe it's because I don't give good lessons."