Where to now for Arsenal? Back to Highbury on Friday to host Liverpool and then on to St James' Park on Sunday in the Premiership; that's the immediate answer. But it scarcely answers the deeper question of what went wrong in the second half last night.
Individuals can be identified: neither Thierry Henry nor Freddie Ljungberg showed anything like his customary zip. Jens Lehmann has been at fault for two of Chelsea's three goals over the two ties, but there was a collective tentativeness that was above all that.
Manchester United really did tire them out on Saturday. The millions of pounds offered from a semi-final are now gone and in the boardroom the plans for Ashburton Grove will look more elephantine than ever. Those are big, big loans.
Inevitably, wearingly, there will be a bout of instant speculation about the futures of Patrick Vieira, Henry and Robert Pires. The sense was that Arsenal were galloping to European glory with their three Frenchman in command.
All that feels lost this morning. A European Cup semi-final has still not been reached and Arsene Wenger will start to be asked inhospitable questions.
It was Chelsea's 50th game of the season, Arsenal's 51st, partly by dint of knocking Chelsea out of the FA Cup seven weeks ago. That took Arsenal's sequence of wins or draws against the Blues to 17 games, a period stretching back to 1998.
So while most of the pre-match publicity concerned how Arsenal would react to Saturday's 1-0 defeat in the FA cup semi-final, the onus was on Chelsea to score. Arsenal could go through the match without doing so.
Chelsea had failed to score in only six of those 50 games and their supporters' belief must have risen when the teamsheet revealed it was Jimmy Floyd Hasselbaink and Eidur Gudjohnsen leading the attack.
When Damien Duff hurtled past Lauren in the 22nd minute and then cut inside Sol Campbell, leaving himself with only Lehmann to beat, it seemed the same 1-0 scoreline was on its way again. From nowhere Edu lunged and did enough to put Duff off his target.
Arsenal's gradual assertion of power from the midway point of the first half to its climax seconds before the interval had a fascinating quality to it. Every time Patrick Vieira seized control in the middle and spread play wide to Robert Pires, the sense of anticipation ballooned.
The home side created consistently but Marco Ambrosio had been little more than a spectator, albeit a worried one. And when, seven minutes before half time, Thierry Henry nodded back a far-post cross from Jose Antonio Reyes, there was no one in red near the six-yard box to profit.
The phrase "fox in the box" sprang to mind.
Does such a description do Reyes a disservice? Whatever, in those final seconds Reyes did what Francis Jeffers and Nwankwo Kanu among others have not done enough - scored a brave toe-poke from a traditional knockdown.
An eight-game unbeaten run has forged some spirit with Ranieri's squad and their burst of play, culminating in Lampard's equaliser after Lehmann's error, first stopped Arsenal, then made the Gunners and Highbury jittery.
When John Terry was scythed down by Vieira in the 68th minute on the edge of the Arsenal area, it was a symbol of the power-swing in the match.
Now it was Lampard dictating the tempo of the midfield, with Claude Makelele emerging behind him as a key Chelsea individual.
Makelele, in front of Terry and William Gallas, played a significant role in Henry's relative anonymity. Something must have been wrong with Henry; something was wrong with Arsenal.
