So named after Bayer Leverkusen's 2001-02 season,
the term is reserved for a side that completes a 'runners-up' Treble - being losing finalists in the UEFA Champions League, primary domestic cup and runners-up in the domestic league.
'Treble Horror' has only occurred once in Europe, most notably to Bayer Leverkusen in 2002. In the German Bundesliga the team surrendered a five point lead at the top of the table over the last three games of the season to finish second behind Borussia Dortmund, lost the Champions League final 2–1 to Real Madrid, and lost the German domestic cup final 4–2 to Schalke 04.
A lesser 'treble horror' occurred for Chelsea in 2007–2008. Chelsea lost the League Cup final to Tottenham Hotspur, came runners-up in the Premier League to Manchester United and lost the 2008 UEFA Champions League Final after a penalty shootout to Manchester United in Moscow on 21 May 2008. Michael Ballack who played for Chelsea in 2007–08 also played for Bayer Leverkusen in 2001–02.
Outside Europe in the 2008-09 season Adelaide United suffered a 'Treble Horror', losing the AFC Champions League final to Gamba Osaka, and finished runners up in the A-League Premiership race while losing the A-League Grand Final to Melbourne Victory
Source : https://en.wikipedia.org/w/index.php?title=The_Treble&oldid=279265732#Treble_Horror