In an open letter to fans on the club's official website published soon after the club terminated the contract of manager Avram Grant, Terry reveals how he has hardly slept since the end of the game and still hopes his penalty miss was a bad dream.

Terry, currently with the England squad, slipped as he went to take what would have been the winning penalty and when Manchester United's Edwin van der Sar saved from Nicolas Anelka, Chelsea's dreams were shattered.

Addressing the club's fans, players and employees, Terry wrote: "I am so sorry for missing the penalty and denying you the fans, my team-mates, family and friends the chance to become European champions.

"Many people have told me I don't need to say that but I feel I need to, that's just me. I have relived that moment every minute since it happened. I have only slept a few hours and wake up every time hoping its all been a bad dream.

"I have had some amazing support from fans, current and ex-players, family and friends and I need to thank everyone for that. But I am a big man and I take responsibility for us not winning.

"I am and always will be Chelsea through and through. I will give my all on and off the pitch to win this trophy as a player and one day as a manager. And I am sure we will win it.

"That night in Moscow will haunt me forever and I feel I have let everybody down and this hurts me more than anything. I am not ashamed about crying.

"This is a trophy I have tried so hard year after year to win and it was just an uncontrollable reaction, I wear my heart on my sleeve, everybody knows that.

"The road to Rome starts here, we have to try and turn this experience to our advantage. I am very proud of how far we have come this season with everything that has gone on. Thank you for all your support for the season."