Serbia & Montenegro U21s 3-0 Wales U21s Wales were out-played from start to finish by a classy Serbia & Montenegro side in Novi Sad.
Two successive wins had lifted the gloom of six years without a victory, but the home side was far too strong to allow any more Welsh success.
The victory moves Serbia & Montenegro to within a point group leaders Italy in Group Nine of the European qualifiers.
The opening goal came after just 10 minutes when Igor Matic's deflected shot deceived Jason Brown.
Danko Lazovic fired in from close range to double the lead on the hour, and the comprehensive win was sealed when Dejan Milobanovic drove home a free-kick on 76 minutes.
Kevin Gall wasted a rare chance for Wales nine minutes from time when his 12-yard shot flew over the bar. Wales boss Jimmy Shoulder admitted his side played poorly, but he claimed two of his players had been "assualted" on the pitch.
James Collins and David Pipe were forced to leave the field after they were felled by elbows.
"I complained to the referee at half-time that two of my players had been struck, in fact they were assaulted out there," said Shoulder.
"James got a crack on the back of the neck and we eventually had to take him off because the blow had damaged his shoulder.
"David was also battered by the Serb defenders and he to had to come off.
"We didn't play well, but we twice had to change our team because of incidents that the referee claimed he didn't see."
Serbia & Montenegro Under-21: Disljenkovic, Cilinsek, Mijailovic, Milobanovic, Basa, Djordje Jokic, Lazovic, Krasic, Belasic, Maric, Matic.
Subs: Bogunovic, Pekovic, Novakovic, Petrovic, Bakovic, Boskovic, Dalovic.
Wales Under-21: Jason Brown (Gillingham, capt), Darren Moss (Shrewsbury Town), Michael Price (Scarborough), Shaun Pejic (Wrexham), Matthew Rees (Millwall), Jamie Tolley (Shrewsbury Town), David Pipe (Coventry City), Lee Fowler (Coventry City), James Collins (Cardiff City), Gareth Williams (Crystal Palace), Kevin Gall (Yeovil Town).
Subs: Craig Morgan (Wrexham), Brian Stock (Bournemouth), Liam Powell (Leicester City), Matthew Somner (Brentford), Matthew Williams (Manchester United), Arron Davies (Southampton), Paul Whitfield (Wrexham).
Referee: Levan Paniashvili (Georgia)