Saturday's defeat on penalties to the underdogs, Werder Bremen, in the German Cup final was typical of Bayern's campaign. They had their chances in a packed Olympic Stadium in Berlin, but missed all but one of them - just as in Barcelona last month, when the Bavarians lost the European Cup final to Manchester United's injury time heroics.
Bayern have finished up with only their 15th German title, and the sadness of their players after Saturday's tense final showed that that was not enough. At stake in Berlin was their third league and Cup double, after 1961 and 1989, but it was not to be. The final was level at 1-1 after 90 minutes and extra time - and Bayern would probably have had the edge had it not been for a superb performance by Frank Rost, Bremen's goalkeeper.
Rost, who had helped his team to survive with brilliant saves in regular play, scored from the spot for Bremen in the shoot-out and then saved from Bayern's veteran defender, Lothar Matthaus, to give Werder a 5-4 penalty success and their fourth Cup triumph.
The Bavarians, who were reduced to 10 men when Mario Basler was sent off for a second bookable offence with six minutes left in extra time, had had victory in sight. Their goalkeeper, Oliver Kahn, punched out Bremen's second penalty, by Jens Todt, and the Munich club would have sealed the shoot-out 5-4 and lifted the Cup for the 10th time if Stefan Effenberg's effort had not flown over the crossbar. Instead, it was Werder who prevailed.
Bremen had made a dream start, opening the scoring after three minutes when Yuri Maximov collected a fine pass from Christoph Dabrowski to beat Kahn from close range. Bayern levelled just before the break thanks to Carsten Jancker, who was well set up inside the box by Effenberg.
In the Spanish League, which finishes next Sunday, Atletico Madrid secured their Primera Division survival on Saturday by beating their rivals Real Madrid 3-1 for their first home league win since January.
It was Atletico's first league win over Real for seven seasons, and a first for their coach Radomir Antic. In contrast, the pressure will mount on Real's Welsh coach John Toshack - especially after last week's 6-0 Spanish Cup semi-final first leg thrashing at Valencia.
Atletico's Jose Mari Romero fired home from the edge of the area after five minutes but Fernando Morientes equalised for Real after 28 minutes. Jordi Lardin put Atletico back in front at the end of the first half, and a late solo goal from Juninho sealed the points.