Wales put up a valiant effort against Portugal in the semi-final, but just couldn't get the victory. Despite the loss, Wales fans are still riding high, celebrating the teams furthest progression in a European tournament.
We chart their journey through the competition from beginning to unfortunate end.
Wales 2 Slovakia 1, Saturday, June 11, Group stage
Wales had waited 58 years to play at a major tournament but their first goal arrived within 10 minutes in Bordeaux. Gareth Bale's dipping 30-yard free-kick deceived Slovakia goalkeeper Matus Kozacik to spark wild celebrations. Slovakia upped the tempo after the break and Ondrej Duda equalised just after the hour mark. But Wales rallied in the final quarter and substitute Hal Robson-Kanu's scuffed finish after good work by Aaron Ramsey claimed three points.
Wales 1 England 2, Thursday June 16, Group stage
A game dubbed the 'Battle of Britain' saw Wales forced to defend for long periods in Lens. But Bale handed them a shock lead three minutes before the break when England goalkeeper Joe Hart coujld not keep his 30-yard free-kick out of the net. England boss Roy Hodgson responded by sending on Jamie Vardy and Daniel Sturridge at the break and the ploy worked. Vardy scrambled in a close-range equaliser after 56 minutes before constant England pressure saw Sturridge strike in injury time.
Wales 3 Russia 0, Monday June 20, Group stage
Wales needed a point in Toulouse to book their place in the last-16, but one of the best performances in their history gave them top spot in the group as England and Slovakia drew 0-0. Ramsey set dominant Wales on the way after 11 minutes when he accepted Joe Allen's defence-splitting pass. Nine minutes later wing-back Neil Taylor netted his first goal for six years and Bale became the first player since 2004 to score in all three group games midway through the second half.
Wales 1 Northern Ireland 0, Saturday June 25, Round of 16
Wales were handed a second British 'derby' in the first knock-out round after Northern Ireland qualified as a best-placed third team. Michael O'Neill's side were the better side in the first half at the Parc des Princes in Paris and frustrated Wales for long periods. Bale had found it difficult to break free but 15 minutes from time he delivered a superb ball from the left which Gareth McAuley, under pressure from the lurking Robson-Kanu, diverted into his own net.
Wales 3 Belgium 1, Friday July 1, Quarter-final
Having emulated the achievement of the 1958 side which reached the quarter-final of the World Cup, Coleman's players went one better by beating star-studded Belgium in Lille. Belgium's fast start was rewarded by Radja Nainggolan's 13th-minute thunderbolt from distance, but Wales remained calm and began to dominate possession. Captain Ashley Williams headed Wales level on the half-hour mark before second-half goals from Robson-Kanu and substitute Sam Vokes clinched a deserved win.
Wales 0 Portugal 2, Wednesday, July 6, Semi-final
The biggest game in Wales' history but ultimately they were undone. After all the pre-match talk of the duel between Bale and Cristiano Ronaldo, it was the latter who proved the difference, a brilliant header putting Portugal in front and Nani adding a second shortly after. Wales were beaten but in no way disgraced.