McClaren was desperately hoping to sign off on a high before taking over as England manager when Sven-Goran Eriksson leaves his post following the World Cup, but it wasn't to be on a night of extreme disappointment for Middlesbrough in Eindhoven.
After staging improbable comebacks against FC Basel and Steaua Bucharest on their way to a first ever European final, the spirits were high in the Boro camp prior to kick-off.
But McClaren's side never really found their feet on the night and a Luis Fabiano strike midway through the first half set Seville on their way to a 4-0 scoreline that in truth flattered the Spanish side.
Middlesbrough failed to scale the same heights of previous rounds but it did start in promising fashion when Fabio Rochemback stung the palms of Andres Palop in the Seville goal with a free-kick from distance.
But after forcing Chris Riggott to scramble the ball around his own post soon after, Fabiano broke the deadlock with a well-taken goal in the 26th minute.
This time Riggott failed to close down Fabiano on the penalty spot and when Daniel Alves lofted an early ball into the box the Brazilian striker cleverly steered a header beyond Mark Schwarzer and in off the post.
It was rough justice on McClaren's side who perhaps shaded the first half on possession, but it was made academic after the break when Seville took advantage of Middlesbrough's increasingly desperate attacking play and struck three times in the closing stages.
After Mark Viduka had spurned their best chance of the night when he drilled a volley from close range against the legs of Palop, the writing was on the wall for Boro.
The Australian international also had a good shout for a penalty turned down when he appeared to be pushed in the box by Javi Navarro and to rub salt into the wounds Enzo Maresca went straight down the other end and doubled Seville's lead.
Schwarzer denied former West Ham and Tottenham striker Freddie Kanoute but Maresca was on hand to drill home the rebound in the 78th minute.
Five minutes later the same player popped up again to dispatch an expertly placed half-volley into the far corner before Kanoute set the seal on the victory with a fourth from close range in the final minute.