The prospect of a historic quadruple was once offered byLiverpool, only to end in chaos in Paris.
With Real's win, Carlo Ancelotti became the first coach in the history of the tournament to win four times.
After missing out on the top flight to Manchester City by a single point, and then losing to Real Madrid, it was a bitter pill to swallow.
This final will be remembered for more than just Real's victory.
It will be remembered for the chaotic scene outside the stadium in the hours leading up to the game, when a road leading out of an underpass became dangerously over-crowded with fans.
As you walked alongside the fans, you could feel the heat and frustration growing as large crowds made no progress. It was not pleasant.
The kick-off was delayed by 36 minutes as police used pepper spray and tear gas on supporters at the entrances to the stadium, as tension rose.
Thousands of fans who bought fake tickets became blocked from entering the stadium, which was claimed by Uefa.
This was the scene of a game in which a lot of chances were created but Thibaut Courtois was the hero.
As Trent Alexander-Arnold stood motionless for several minutes, with the rest of the team collapsing to the turf, manager Juergen Klopp and his players will reflect on an outstanding campaign that brought two trophies but also ended in anti-climax.
Alexander-Arnold looked particularly downcast, not just at the pain of defeat but also the fact that Vinicius arrived in yards of space behind him to score what proved to be Real's winner.
When it is attached to a team that is renowned for its attacking prowess, there is a remarkable statistic that must be examined.
Both the FA Cup and the EFL Cup were won on penalties. They have not scored a goal in open play in three finals, including two periods of extra-time.
It is always a surprise when they don't hit the back of the net because of their attacking quality. It cost them in the FA Cup, but not in the EFL Cup.
The man responsible was Courtois, who was as close to perfect as it is possible to be, making six saves from Salah alone, plus a brilliant effort to turn the ball on to the post.
This was supposed to be a redemption night for the Egyptian after he was injured in the final of the 2018?
He made his intentions clear when he said "we have a score to settle" after Real Madrid came back to win the second leg.
How did he not score a goal here? He might have nightmares about the face of Courtois, such as the one-man barricade he formed.
There was an air of desperation about their attempts to restore equality in the closing minutes in the face of the experience and game management of their opponents who are time-served masters of the Champions League.
The players have given everything and will show off the FA Cup and the EFL Cup on their parade on Sunday, but how they would have liked to have won it.
No one in their right mind would say that the season was a disappointment because they have claimed silverware and the chase of Manchester City was so exciting.
For Courtois, that trophy might have made its way back to the area.
It was the smiling Ancelotti who lifted it up in front of the Real Madrid fans. On his return to Spain, he will enjoy the feeling of a celebration.
Real needed two goals to survive against Manchester City in the semi-finals of the European Championship, and they did it in 90 minutes.
They found a way to get to Paris St-Germain and other teams that have been defeated by them in the competition. No one can question it.
This cannot be described as a disappointing season, but it did reach a disappointing conclusion on two major fronts in Paris.
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