As if it isn't bad enough, for a man of Sven Goran Eriksson's resources, that a rival club refuses to sell you their star player, imagine how it feels when that player scores twice to land you with a second straight home defeat.
Actually, the former England manager knows exactly how it feels after Nicky Maynard's goals enabled Bristol City to register their first points of the Championship season and left Eriksson's expensively assembled Leicester team looking in dubious shape.
Eriksson has made three bids for the 24-year-old striker. So far, despite being heavily in debt, Bristol City say they will not sell to a club in their own division.
Maynard, in fact, should have had a hat-trick, hitting the bar from the penalty spot at the end of the first half. But as it was, he scored after five and 66 minutes anyway, displaying a finishing quality that Eriksson could only admire.
The first, teed up by Neil Kilkenny after Gelson Fernandes had brought down Jamal Campbell-Ryce just outside the box, flashed past Leicester goalkeeper Kasper Schmeichel and in off the far post; the second came after a mistake by defender Sean St Ledger, whom Campbell dispossessed before picking his spot.
"He took his goals well, although the second was a gift," Eriksson said. "He has a great goalscoring record, although I'm not too sure if he wants to come here or his club wants to sell him."
Eriksson made five changes in the wake of last weekend's home defeat to Reading, dropping three of his 11 summer signings, including his £5.5m captain and centre-back, Matt Mills.
Yet apart from a 15-minute spell at the start of the second half, when goalkeeper Dean Gerken – preferred to David James – allowed David Nugent's long-range effort to slip past him, they were second best.
Leicester City (4-4-1-1): Schmeichel; Peltier, St Ledger, Bamba, Konchesky; Dyer (Waghorn, 74), Fernandes (Danns, 74), Wellens, Gallagher; King; Nugent. Substitutes not used Mills, Weale (gk), Abe.
Bristol City (4-1-4-1): Gerken; Spence, Wilson, Nyatanga, McAllister (Woolford, 77); Skuse; Adomah (Taylor, 88), Elliott, Kilkenny (Cissé, 80), Campbell-Ryce; Maynard. Substitutes not used James (gk), Pitman.
Referee N Miller (Durham).