Rangers manager Ally McCoist said individual errors and poor decision-making cost his side dearly in their 3-1 Scottish Cup semi-final defeat to Dundee United at Ibrox on Saturday.
The Glasgow giants had great chances through Bilel Mohsni and Dean Shiels before Stuart Armstrong fired United in front in the 23rd minute.
Jon Daly should have had Rangers level before a deflected shot from Gary Mackay-Steven made it 2-0 in the 36th minute.
Steven Smith pulled one back for the Gers with a 42nd-minute free-kick that United 'keeper Radoslaw Cierzniak fumbled in.
Rangers then pressed for an equaliser in the second half but a horrendous attempted kick out from stand-in keeper Steve Simonsen, in for the injured Cammy Bell, allowed Nadr Ciftci to make it 3-1 in the 83rd minute.
It ended the League One champions' hopes of reaching their first major final since 2011, before the club was forced to start life again in the bottom tier of Scottish football after liquidation in 2012.
The result was hard for McCoist to stomach coming on the back of last weekend's humbling defeat to lowly Raith Rovers in the final of the Challenge Cup, the tournament for lower-league teams.
"All defeats are very difficult to take and this was a really sore one as I did feel that we were the better side for the majority of the game but poor decisions cost us," the Gers gaffer said.
"I thought our level of commitment pushed on by a tremendous support certainly helped us raise our standard of performance. But I thought we slit our own throats with the goals we lost and our level of finishing wasn't what it should be as we definitely had some great chances to score today. We couldn't have asked for any better chances actually.
"I keep saying if you don't take your chances you run the risk of being punished, especially when we defended the way we did for the three goals."
- United do it again -
It is the fourth time in the past five seasons United have knocked Rangers out of the competition and the sixth straight cup tie they have won against the Ibrox club - a remarkable run considering they hadn't won against the Gers in any cup competition before beating them in the 1994 Scottish Cup final.
However, McCoist believes his side showed signs of progress from their 3-0 defeat by United in the fifth round of the same competition last season.
"I've always reckoned we had a side of top-flight ability. I think that's maybe been shown to be the case today but it's also confirmed we have a long, long way to go," the Rangers manager said.
"The last two defeats have confirmed to us what we have to do and what we need to add to the team and the squad shorter-term and indeed longer-term.
"I think we are better than we were 14 months ago but we need to better again next year and we need to keep on improving.
"I definitely think we are a better side than we were last year but I think United have probably improved as well."
United manager Jackie McNamara was delighted to see his side progress to the final just 14 months after he took over at Tannadice.
"I think for everybody connected with the club it is a great feeling to get to the final and it gives us something to look forward to at the end of the season," McNamara said.
"I think we can play a lot better than we did today, especially in the second half, but we're just delighted to be there.
"I'm very ambitious and I want to succeed but it's down to the players. The players are the ones who play and perform and who have got us here. I've got great belief in them all."
United will face the winners of Sunday's match between Aberdeen and St Johnstone.
"I will give the two of them every respect. We've not had great results against both teams this season and that's something we'd like to put right at the end of the season," McNamara added.