Nobody knows that better than current England manager, Gareth Southgate. The 53-year-old missed the final penalty of England's infamous 6-5 shootout defeat to Germany at Euro 96, on home soil.
In this article, Sports Mole looks through the events that led to that painful moment, situate it in England's broader penalty shootout record and take a look at how England might set up for a penalty shootout at Euro 2024.
Southgate penalty miss 1996
England stormed into an early lead against their old enemy at Euro 96.
When Alan Shearer scored the opener courtesy of a flick on from captain Tony Adams just three minutes in, the 75,000 supporters in the stand went into raptures, and believed the history of 1966 was repeating itself.
But the Germans kept their cool, undeterred by the coarse reception they received from the home support.
Less than 15 minutes later, Die Mannschaft had equalised. Stefan Kuntz peeled off the back of Stuart Pearce and slid in a neat finish beyond the reach of David Seaman.
England came within a whisker of retaking the lead in regular time through the likes of Shearer and Sheringham, but the Germans resisted the English pressure and took the game to extra time.
In the first half of extra time, Darren Anderton struck the woodwork. But not long after, the true image of England's glorious failure presented itself, as Alan Shearer's cross evaded Paul Gascoigne by seemingly just millimetres, with the goal gaping.
And so, the game was to be decided by penalty shootout. Despite the incredible pressure and tension, all of the first 10 penalties were converted.
However, someone had to miss eventually, and Gareth Southgate took the fateful sixth England penalty. Striking the ball firmly and low towards the left of the goal, Germany goalkeeper Andreas Kopke read the then-Aston Villa defender and saved his effort.
Andreas Moller stepped up to take Germany's penalty to take them to the final. Interestingly, Germany's captain and number 10 had missed from the spot against Northern Ireland in the warm-up for the tournament.
But Moller made no mistake this time, smashing his penalty far away from David Seaman and into the top right corner.
34 years of shootout struggles
Euro 96 is just one chapter in England's struggles from the spot though.
The Three Lions have a woeful record in shootouts, winning just 30% of their penalty duels since the Italia 90 World Cup, where Germany also ended their dreams of silverware.
Though often forgotten, England did defeat Spain on penalties in the Euro 96 round of 16, after playing out a 0-0 draw in regular time. England scored all four of their penalties.
After losing to Germany on spot kicks, England would fall to another shootout defeat to an old rival at the 1998 World Cup, when they lost 4-3 on penalties to Argentina.
The new millennium did not improve England's fortunes. At Euro 2004, England would lose by the same 6-5 scoreline to hosts Portugal on penalties, after England once more failed to capitalise on an early lead.
Just two years later at the 2006 World Cup, England were defeated by the Portuguese again, in a game made famous by Cristiano Ronaldo's wink. Only Owen Hargreaves scored his penalty as England lost 3-1 from the spot.
At Euro 2012, it was Italy's turn to defeat the English from the spot. England actually led this one early, after Riccardo Montolivo missed. But Andrea Pirlo's infamously audacious dink restored the Azzurri's confidence, and they won the shootout 4-2 after Ashley Cole and Ashley Young missed their penalties.
England won their first two shootouts on the spin under Gareth Southgate's management. Jordan Pickford heroically saved Carlos Bacca's effort in a World Cup 2018 shootout, and repeated the trick in the UEFA Nations League third-place playoff in 2019.
But in the Euro 2020 final, Pickford's save from the normally unflappable Jorginho was not enough to win the shootout. Successive misses from Jadon Sancho, Marcus Rashford and finally Bukayo Saka sealed England's fate and handed the European crown to Italy.
How will England order their penalty takers at Euro 2024?
On paper, England are quite well endowed in the event of a penalty shootout, and taking a look at England's first choice attackers, many have strong records.
Harry Kane has scored an incredible 74 career penalties, with a conversion rate of 87%. Jude Bellingham has only taken three penalties, but has a 100% record.
Bukayo Saka was famously consoled by the empathetic Gareth Southgate after missing his shot against Italy in the Euro 2020 final. But since then, the Arsenal man has become an accomplished penalty taker, scoring 10 of his 11 attempts since that painful miss.
Of England's attackers, Phil Foden is the biggest question mark. The Manchester City man has never taken a senior-level penalty.
Fortunately, fellow City academy graduate Cole Palmer can step up in his teammate's place. Despite his tender years, Palmer has quickly become one of the coolest and most reliable penalty takers in the Premier League, with a record of 10/10 from 12 yards.
Elsewhere, big personalities like Declan Rice would surely rise to the occasion in the absence of Harry Maguire.
As such, we think England's penalty taking order would be as follows:
1. Harry Kane
2. Declan Rice
3. Jude Bellingham
4. Bukayo Saka
5. Cole Palmer