Goalkeeper Wojciech Szczesny saved a Daniel James spot kick as Poland dashed Wales' hopes and won a penalty shootout 5-4 to qualify for Euro 2024 as the last country through from the playoff finals on Tuesday.
The victory at the Cardiff City Stadium, after a cagey 90 minutes and further deadlock in extra time, secured Poland a fifth successive appearance at the continental soccer tournament.
Poland will be in Group D with France, the Netherlands and Austria at the tournament in Germany, which starts in June.
Wales had gone into their first ever shootout with 10 men after Chris Mepham was sent off in added time of extra time for a second yellow card but they matched Poland shot for shot until James stepped up.
It was the first time Wales had failed to qualify for a European championship since 2012.
Captain Ben Davies had the home fans roaring when he headed into the net moments before the break but it was confirmed offside by VAR.
"It is a cruel game, that's what I've said to the players," said Wales manager Rob Page.
"One kick away from qualifying and it hurts.
"I thought we were the better team. My message to the players at half time was 'we are the better team, we will go on to win this game'."
