They followed up Saturday's 5-0 League Two demolition by Notts County with a 3-0 loss at Forest on Wednesday night that sent them out of the Carling Cup at the first hurdle.
But at least there was something to cheer City manager Stuart McCall even if he did admit: "I hope we're not back here in the near future but with our luck we'll probably end up returning in the FA Cup.
"Seriously, though, there were a lot more positives for us tonight than Saturday. It was a game we didn't really want after the weekend but we defended very well for the first half and might have done a lot better had we not conceded a goal straight after half-time.
"The important thing was not finding ourselves 3-0 down at the break and although we had a young side on the field I thought they equipped themselves very well.
"They were facing a very good Forest side with a lot of options and a lot of pace up front and for 45 minutes we kept them in check. It was just a pity we couldn't keep that going into the second half.
"But our season starts again on Saturday and we have got two very important home matches to look forward to in the next week."
To add to Bradford's woes, young midfielder Jonathan Bateson was sent off in the last two minutes following a reckless challenge on Nathan Tyson, who had been largely responsible for opening City up.
He brilliantly set up the first goal, which was headed home by Paul Anderson in the 47th minute and just before the hour, Tyson sped down the right to cross for Dexter Blackstock to finish acrobatically in the six-yard box.
Forest wrapped it up in the 82nd minute when Anderson turned creator for Lewis McGugan to apply a simple finish at the far post.
Forest boss Billy Davies admitted: "When I saw the results in the competition the previous night I knew it would not be easy.
"Bradford came here with five across the middle and set up to defend but we could have helped ourselves a lot more in the first half.
"We lacked tempo and energy for much of the first half but we stepped it up in the second, played the ball a lot quicker and scored some very good goals.
"We had some excellent passing moves and we also kept a clean sheet, which is always very pleasing.
"It's gone well for us tonight but we know that we face a real test against a quality West Brom side this Saturday."