And I can scarcely recall another disappointing evening in South Yorkshire nine years later when Sheffield Wednesday ended Burnley’s cup hopes in a last-eight replay.
The closest I can come to dreaming of Wembley was in 2003, when a Burnley side, with their two match winners Glen Little and Robbie Blake on the bench, tamely succumbed to Watford - with Sean Dyche on the bench - in the quarter-final.
FA Cup success has eluded the Clarets - one-time winners in 1914 - so it is understandable that, even in the modern game, despite the glamour undoubtedly fading from the world’s greatest knockout competition, Burnley fans are desperate for a cup run.
And even after a week that has seen two outstanding wins over Leicester City and Manchester United - a first Old Trafford victory in 58 years - seeing their side exit the FA Cup at the fourth round stage, at home to the side propping up the Premier League table, was a huge disappointment.
Now, we can have the argument until we’re blue in the face - what is more important, staying in the Premier League, or winning a trophy?
Ultimately, Premier League survival is the be all and end all nowadays.
The finance dictates that.
However, you tell that to Wigan fans, who, days after winning the FA Cup for the only time in their history seven years ago, were relegated, possibly never to return, to the top flight.
They wouldn’t swap having that famous old pot on the shelf for Premier League football.
It’s there forever, memories that still bring a tear to supporters’ eyes.
And the two are not mutually exclusive, having a run in the cup and staying in the league
But, unfortunately, until the cup is worth more monetarily to those who progress, the Premier League will remain the focus, the top priority.
The prize money in the league absolutely dwarfs winning the cup.
For the football romantics, that is unpalatable, but for managers, as Dyche put it, it is “just logic, the Premier League is so powerful, and our part in it is so important, that is still the focus, whether we won today or not.
"It's not emotion, it's just facts.”
So while a cup exit was a “soft disappointment” for Dyche, it was perhaps more than that for sections of the fanbase, those who would love to see Burnley add to the success of Premier League survival - which they did in 2018, earning a return to Europe - with a cup run to lift the whole town.
A lot of fans would take staying up in addition to a memorable night, such as the one at Old Trafford, in a season, but there are those who still dream of cup glory, and that remains elusive.
No doubt, the side that Dyche selected was good enough to beat a Norwich side with seven changes.
But the Clarets were second best at Turf Moor, with those coming into the side not really pressing their claims for a regular start.
Kevin Long looked like he hadn’t played much football, his ring-rust all the more obvious alongside the outstanding James Tarkowski, who looked on a mission to single-handedly win the tie.
Erik Pieters, despite his goal, looked distinctly second choice to Charlie Taylor, while Robbie Brady, despite flashes of his quality, is still a long way from the form he displayed up to his knee injury over two years ago.
Aaron Lennon was the pick of the changes, direct and positive, while Joe Hart could do little about either goal.
Dyche may feel he has his most competitive squad, but, at the minute, his first team picks itself.
And he will know that squad will have to be bolstered, whether it is possible in the coming days, or during the summer.
Burnley may have hit the bar and seen Jay Rodriguez denied from point-blank range after being teed up by Chris Wood - further evidence of their growing understanding up front.
But the Canaries squandered more and better opportunities, from the opening seconds onwards, before two quick fire goals after the break put them in charge.
Of course, it had to be Grant Hanley who had a big say, the former Blackburn Rovers defender had played Burnley six times previously without being on the winning side with Rovers, and was on the bench as Norwich were comfortably despatched at Turf Moor in the Premier League in September.
He showed great desire to beat Long to head in the opener, later describing the goal as one of his “most satisfying moments on a football pitch.”
Given he once scored a winner for Blackburn at Old Trafford the season they were last relegated from the Premier League, that was some claim. Mind you, he had been booed with every touch by the home fans throughout.
Josip Drmic added a second three minutes later after missing a catalogue of chances, slotting in after Joe Hart got a hand to Lukas Rupp’s flick.
Pieters, who has played Rupp and Drmic onside, pulled one back with a fine volley, having scored his first goal for the club in the previous round against Peterborough United.
But there was to be no equaliser, and, while it is always a sad day when you exit the cup, no replay at least means Burnley’s winter break will not be interrupted, and they will go from February 2nd to the 15th without a game.