It was a night when Inter Milan were cleary the better side. As Chelsea failed to find their rhythm, Inter always offered the threat of the counter, and their robust defensive approach saw off Chelsea in much the same way as Chelsea had seen off numerous others in the competition in recent years.

Interestingly, though, former referee Graham Poll draws attention to the fact that Inter were lucky to avoid conceding penalties after some severe manhandling in the area. Having been denied several appeals against Barcelona last year and what looked a stonewall shout in the first leg against Inter, the underpar Blues may have just cause to feel hard done by.

Chelsea can once again bemoan their luck with penalty decisions in the Champions League after Wolfgang Stark refused to give two clear spot kicks after fouls from corners.

When the holding is slight and the blocking clever you can understand how difficult it is for the referee to detect it; but last night it was open, clear and obvious.

Frustration at tangling with Thiago Motta again in the final few minutes led to Didier Drogba appearing to stamp on him and once again see red as Chelsea exited Europe.

An inexperienced Norwegian saw Chelsea off last season — this year it was German inefficiency.

For Carlo Ancelotti, though, that will be of no consolation. Roman Abramovich clearly wants the Champions League above all else and, having seen Jose Mourinho return victorious, Patrick Barclay in the Times says Chelsea must now deliver in the Premier League.

Some you win, some you lose. No one knows this better than Carlo Ancelotti, who, two years after bemoaning AC Milan’s defeat by Liverpool in Istanbul in 2005, when they had been the superior side, celebrated victory after a Champions League final in which his team had been inferior to Rafael Benítez’s in Athens.

Ancelotti has seen a lot in a career redolent of European history and now, after a defeat more painful for its having been thoroughly deserved, this phlegmatic Italian prepares for a spell in which his team’s tendency to blow hot and cold will have to be overcome.

He must lead Chelsea to the Barclays Premier League title or be judged a failure. There are no excuses available to Ancelotti or his players. A season that began with Manchester United shorn of Cristiano Ronaldo has featured a decline by Liverpool while Arsenal struggle with injuries to key men. The invitation to be champions, as Chelsea last were under José Mourinho in 2006, has been issued and received, and within the next ten days they must answer it.

The worry, especially after a first half of the season that often seemed theirs for the seizing, is that United, champions in each of the past three years, look to have found their stride at an ominously familiar time. From appearing vulnerable in the early months of life without Ronaldo, they have found the new messiah in Wayne Rooney.

Under Sir Alex Ferguson’s supervision, with the help of the long-serving Ryan Giggs, Paul Scholes and Gary Neville, they have adjusted. The veterans to whom Ancelotti is accustomed to turning, meanwhile, he left in Milan. He is still getting to know Chelsea and it soon became apparent last night that Inter Milan were by far the more astutely prepared.

Of all Mourinho’s observations this week, the most barbed was about life going on since he and Chelsea went their separate ways — “I keep winning important things, they keep winning something . . . the FA Cup” — and it will have been felt more by the owner than a manager who has been in London eight months. The Premier League is vital now and the trio of fixtures coming up include Chelsea’s match in hand over United, whom they trail by two points.