It was pointed out to the skipper that last season, now seen as slightly disappointing, could have been totally different if we'd have won two games - the Worthington Cup Final for a trophy and Europe and the final match at Leicester City for seventh place. It wasn't to be.
"That is the different between winning and losing in football," said Teddy after Wednesday's 1-1 draw against Celtic.
"We have to be more clinical all round and hopefully we can go one step further this season. We need to be killing teams off."
Nevertheless, Teddy said that he's loved every minute of it since returning to the Lane from Manchester United last summer.
He added: "I've always said since I came back here last season that the football we're playing is very enjoyable.
"There were a couple of stumbling blocks last season, that was a bit unsatisfying, but I've enjoyed my time here and from how we've started this season, it feels really good.
"If you have job satisfaction, which a lot of us have on the football pitch, then that's half-way to being a content team. That's what we're looking for."
Teddy Sheringham admits we have to be more clinical to pursue our European ambitions this season.