Wales’ players were crestfallen at the final whistle, glazed looks in their eyes as it dawned on them that a huge opportunity had slipped through their grasp.
Belgium’s goalless draw with North Macedonia on Friday had opened the door for Wales, who needed to win their remaining three games to finish top of Group J and qualify automatically for the World Cup.
But they fell at the first hurdle, outgunned by Belgium in another chaotic shootout after losing 4-3 in Brussels in June.
Again, Wales’ bold approach – to press and to pour forward at every opportunity – left them exposed defensively, and once again they were ruthlessly punished by Jeremy Doku, Kevin De Bruyne and the rest.
On reflection, did Bellamy feel his side were just a little too open?
“We felt the best way of being able to combat this team was to have the ball,” he answered. “And we created a lot of chances, but we felt that was the way of being able to beat this team because we needed to win.
“It was as simple as that, and you could see even towards the end, we opened up more. We lost a bit of control in the game. But I always believe the way you can stop the opposition from scoring is by having the ball.
“But that transition moment, with Jeremy, it’s so fearful every time you have the ball that if it turns over, this kid, he’s just that.
“I’ve experienced it. I had him on my team [at Anderlecht], and I knew how dangerous he was, but going against him… We knew there were going to be difficult moments in that game.”
This has been a bruising window for Bellamy, whose decision to take on England in a friendly at Wembley last Thursday was met with a mixture of scepticism, bemusement and outright criticism.
The outcome, a chastening 3-0 defeat, intensified the fans’ discontent, though they were willing to keep an open mind if it helped Wales beat Belgium.
Supporters will be less forgiving now Wales have lost – making it 12 goals conceded in five games – and seen their hopes of qualifying automatically go up in smoke.
But nothing will deter Bellamy, unshakeable in his beliefs.
“I’ve seen a lot today that makes me feel we can get close to these. We can get close. We need to keep improving,” he said.
“But I told you at the start when I was going to do this. I’m going to press, and I won’t sit back. I know that goes against some people, but this is who I am.
“And today, I’ve seen a team with flaws because I have them. A team that wants to do something, because I want to. I’m grateful for that.”