In the Champions League era, Milan were runners-up in 1993, 1995 and 2005. Pre-CL they also lost the final in 1958.
Real Madrid have lost the final of the UEFA Champions league 3 times. They did so in 1962, 1964, and 1981.
Arsenal have reached the champion league for the 12 years in a row but they lost the final to Barcelona in the final 2-1 was the score.
If you are asking of the champion league then they have not won it at all.But they did reach the final once in 2006, where they lost to Barcelona.
Three times in the Champions League era: 1993 (to Marseille), 1995 (to Ajax) and 2005 (to Liverpool). They also lost the 1958 European Cup final to Real Madrid.
2005 Champions League Final (Won against AC Milan on penalties) 2006 FA Cup Final (Won against WestHam on penalties) 2007 Champons League Final (Lost to AC Mialn 2-1) 2005 League Cup Final (Lost to CHELSEA 3-2 AET)
Chelsea have never won the Champions League
Once, in 1996. They've also lost in the Final three times (1997, 1998 and 2003).
0 There been in the the Champions League Final losing 2-1 to Barcelona
Juventus lost to Real Madrid in the 1998 Champions League final.
Arsenal lost the 2006 Champions League final to FC Barcelona. They lost the final 2-0.
Because Liverpool lost on UEFA Champion league quarter final 1st leg with Chelsea at anfield. Sorry to say this happened in the 08/09 season. Good tie though! Second leg was awesome. In this years Champions league Liverpool went out in the group stages because they finished third, (behind Lyon and Forientina).
Manchester United have only ever lost one Champions League final, against Barcelona in 2009.