OXFORD United fans were left heartbroken as their dreams of a Wembley trophy triumph were dashed by Coventry City.

Michael Appleton’s side came out second best in the Checkatrade Trophy Final yesterday, although a late rally from the U’s could easily have sent the game into extra-time on another day.

But despite the 2-1 defeat and returning home empty-handed, the Yellow Army were in full voice throughout the game, with a sea of 30,000 U’s supporters packing into the national stadium to make it a memorable day in the capital.

Heads were in hands both on and off the pitch after the final whistle, on a day when supporters hoped history would be made.

Stephen Prew, from Didcot, attended the game with son Thomas, seven.

The 49-year-old said he could not ‘pinpoint’ why United did not play at their best, but said the day out itself was enjoyable.

He added: “I think Coventry just wanted it more. We just didn’t seem to get going.

“But it’s another day out at Wembley. As a team it just didn’t seem to happen today, everything we tried.

“Even in the last few minutes it just wouldn’t go over the line.”

Mr Prew said younger fans were starting to experience the club in a similar way to when he started supporting it in the early 1980s.

Fan Mikey Galloway said a day at the home of English football was ‘amazing’ for the club.

The 33-year-old from Long Wittenham, who went to the game with family members Leah State, 12, and Chloe Simmonds, 11, added: “I really didn’t think we would be coming back.

“The club is going the right way. Appleton is brilliant and we have some great young players that have added value to the club.”

The Sky Blues took a surprise lead after 10 minutes when the ball fell to Gael Bigirimana, who slotted into the bottom corner.

And despite several half -hances and a couple of penalty shouts, the U’s found themselves two goals down on 55 minutes when George Thomas struck a memorable half-volley to send Sky Blues supporters into delirium.

Substitute and fans’ favourite Liam Sercombe’s right-foot shot gave the U’s hope of a comeback, but Appleton’s players were unable to find an equaliser.

The large turnout was a far cry from the competition’s earlier rounds when few people went to the games, with people unhappy at its format, which involved ‘B-teams’ from the Premier League.

A few black balloons were released by Oxford fans at Wembley kick-off in protest, but for the vast majority it was about enjoying the occasion.

Three generations of a family from Thame attended the final, with one member, Andy Hardiman visiting the capital for the fourth time – his first being Oxford’s memorable Milk Cup win in 1986.

Mother Michelle Nicholls, who took Lauren, 12, and Mia, nine, said: “It’s a fantastic day for all the family.

“It’s brilliant. It’s a lot of fun and the atmosphere is really friendly.”

Fans of Kevin Broe, known better as DJ Kevlar, will have to wait for his next rap, after the 40-year-old suggested he could create a remix of The Yellow Army song had Oxford won.

John Ramsay, from Woodstock has followed United since 1967 and said yesterday’s final would encourage a new set of younger fans to follow the club.

The 58-year-old said although the final was a ‘big game’, it was not the most important the club has played in its recent history.

He said the trip to Wembley was a sign of the club’s progress, since it won the 2010 play-off final to return to the Football League.

He added: “The football has been much better to watch this season, from a playing point of view.

“Appleton is a very good manager.”

For some, the form of the team in League One means they hope to be back in the capital sooner rather than later.

Duncan Robbins, from Long Hanborough, went to the game with his 11-year-old son Harry and said it was important United pushed for a return to Wembley next month.

He said: “It’s always a great day out at Wembley and I can’t understand why some fans have stayed at home carrying on with the boycott.

“You don’t know how many times you might get the chance to watch the club here – hopefully we’ll be back in the play-off final at the end of the season.”