This continental campaign has been as long as it has been memorable for the West Midlands club, having gone from the second qualifying round to their first European quarter-final in 48 years.
But Wolves’ 59th match of the season proved a step too far, with Lucas Ocampos heading home at the death to secure Europa League experts Sevilla a 1-0 win and semi-final clash against United this Sunday.
As if the late defeat was not galling enough for Nuno Espirito Santo’s side, Jimenez missing his first spot-kick for the club at just wrong time added to the heartbreak.
Adama Traore’s superb slaloming run from his own half drew a penalty that goalkeeper Yassine Bounou easily saved in the 13th minute, with Sevilla dominating the remainder of the one-legged quarter-final in Duisburg.
Nuno’s men had to dig deep to keep Julen Lopetegui’s in-form side at bay, but their resistance was broken two minutes from time as Ocampos gave the five-time champions a shot at another final.
Wolves’ wounds will take a while to heal but nobody will forget this European journey, having gone from Northern Ireland to Germany via Armenia, Italy, Turkey, Slovakia, Portugal, Spain and Greece.
It was an unforgettable journey that could well have been extended had Nuno’s side made the most of their flying start at the MSV Arena.
Jimenez got away a header on goal from Traore’s cross just 36 seconds into the match, with Leander Dendoncker directing a Joao Moutinho free-kick onto the roof of the net as that assured start continued.
Wolves’ early confidence was epitomised by Traore producing one of the solo runs of the season.
Bursting from deep in his own half, he showed no little skill, strength and speed to shrug off Sevilla’s players and break into the box where he was taken down by Diego Carlos.
The reported Liverpool target was booked and the video assistant referee rubber-stamped Daniele Orsato’s decision, but Jimenez could not make it count.
The Mexico international’s attempt was poorly struck and at a good height for Bounou to save, with Moutinho failing to direct home when the ball fell lose.
Bounou’s foot appeared to be off the line as the kick was taken, with players encroaching but play was allowed to continue.
Fellow defender Willy Boly, who required early treatment on a groin issue, was not moving particularly freely and the Spanish side were beginning to take hold of proceedings.
Thunder and lightning filled the skies above the ground at half-time, with Lopetegui’s men continuing in the ascendancy once play resumed.
Jordan’s claims that Ruben Neves had handled in the box fell on deaf ears and the Sevilla midfielder was soon frustrated again as Dendoncker got back to prevent him getting away a close-range shot.
Wolves were penned back and En-Nesyri was just unable to get a clean strike away at the near post, with Jules Kounde powering over a header soon after.
Patricio did well to stop Ever Banega’s free-kick creeping home and En-Nesyri saw a header blocked as the Sevilla onslaught continued.
Wolves were desperately holding on for extra time, but the Spanish side’s pressure told in the 88th minute.
Banega fired in a cross from the right and Ocampos glanced a header past Patricio to the delight of all those connected to the Andalusians.