Harry Redknapp admitted he couldn't see anything but a final-day victory with us 2-0 up at Burnley.
However, Burnley hit back in resounding style to completely turn the game around and register a 4-2 win at Turf Moor.
Gareth Bale opened the scoring and Luka Modric scored a fine second goal to put us in the driving seat in the 32nd minute.
But Wade Elliott's goal just before half-time gave the home side hope and they capitalised with goals from Jack Cork, Martin Paterson and Steven Thompson in the second half.
We hit the woodwork twice in the second half - Aaron Lennon striking the post when we were still 2-1 up - but it was hard to argue with the eventual outcome.
"I'm bitterly disappointed," said Harry afterwards. "Let's be honest, at 2-0 it wasn't even a game, you couldn't see any way that we wouldn't go on and win the game comfortably.
"The crowd were getting edgy with them and we looked in complete control. It was almost too easy at 2-0.
"They got a goal back just before half-time and were excellent in the second half. They ran all over us at times.
"In the first half we hardly got out of second gear. We were cruising. At 2-0, I just didn't see that result coming."
Nevertheless, the result cannot detract from what has been a season to remember with fourth place in the Premier League and Champions League qualification secured for the first time.
Harry added: "It's been a great season and I've been delighted with the performances of the players all season, but you always want to win, that's the disappointment."