The Swans ended their 2012-13 Barclays Premier League campaign on a losing note against Fulham at the Liberty, but still claimed ninth place.
Goals in either half from Alex Kacaniklic and Dimitar Berbatov along with a late strike from substitute Urby Emanuelson earned Fulham a 3-0 win in SA1 - their first points gained against the Swans in the Premier League.
But the Swans could still proudly look back on a campaign that not only bettered last season's finish, but one that also saw the club lift their first major trophy in its centenary year.
The players and staff held a lap of honour after the final whistle, parading the Capital One Cup around the pitch.
The season may have ended in a losing fashion, but there was plenty to be proud of as the Swans look forward to a Europa League adventure next season.
The Swans made three changes to the starting XI.
Michel Vorm returned to action after missing the 2-1 defeat at Manchester United while Angel Rangel and Ben Davies were recalled at full-backs with Dwight Tiendalli and Neil Taylor among the substitutes.
Ki Sung-Yueng was again missing as the South Korean was still suffering with a thigh problem.
SWANS: Michel Vorm, Angel Rangel, Chico Flores, Ashley Williams (capt), Ben Davies (Neil Taylor, 81), Leon Britton, Jonathan de Guzman (Kemy Agustien, 81), Wayne Routledge, Nathan Dyer, Pablo Hernandez (Itay Shechter, 75), Michu.
SUBS: Gerhard Tremmel, Dwight Tiendalli, Garry Monk, Roland Lamah.
FULHAM: Mark Shwarzer, John Arne Riise, Philippe Senderos, Brede Hangeland (capt), Dimitar Berbatov (Hugo Rodellega, 88), Bryan Ruiz, Emmanuel Frimpong (Giorgos Karagounis, 68), Damien Duff (Urby Emanuelson, 73), Sascha Riether, Alex Kacaniklic, Eyong Enoh.
SUBS: Neil Etheridge, Mladen Petric, Aaron Hughes, Kerim Frei.
It was the visitors who carved out the first chance of the game, Bryan Ruiz latching onto a through ball before making inroads into the Swans box, but he failed to make a clean connection when shooting for goal.
The Swans instantly replied, Pablo Hernandez linking with Wayne Routledge down the right before the latter's cross just evaded Michu and dropped to Ben Davies. The left-back's scuffed effort fell rebounded off Nathan Dyer and dropped to Michu, but he was ruled offside.
Back at the other end, the action continued with John Arne Riise scuffing a 20-yard free-kick wide before Hernandez went within inches of breaking the deadlock as his drive across goal bounced just past the far post.
Hernandez was at the centre of the next attack, intercepting Philippe Senderos' poor pass before racing on and driving into the sidenetting.
Then the visitors struck, Emanuel Frimpong collecting Bryan Ruiz's neat flick before sliding through a pass for Alex Kacaniklic, who drove low and hard past Michel Vorm and into the corner of the net after 22 minutes.
Fulham almost doubled their lead just past the half hour, a quickly-taken free-kick slipping in Kacanicklic, but he was denied a second goal as Vorm stretched out to tip it onto the post.
Dyer's dipping effort then threatened Mark Schwarzer's goal, but it whistled just over the crossbar before Jonathan de Guzman failed to meet Angel Rangel's cross with enough power.
Half-time: Swans 0 Fulham 1
The Swans showed their intentions from the start, and Rangel saw his top-corner bound swatted wide for a corner, and then Ashley Williams's header from a Hernandez cross was easily dealt with by Schwarzer.
The hosts kept probing, and when a cross dropped to the feet of Chico Flores, the Spaniard's volley bounced safely into the hands of Schwarzer.
Fulham were looking for the counter attack as the Swans pressed, and it took a superbly timed tackle from Williams to stop Kacaniklic dead in his tracks.
The Swans then went close via de Guzman, who struck on the turn during a scramble in the box, but again it failed to trouble Schwarzer.
Wayne Routledge then fired into the sidenetting after latching onto a return pass from Hernandez as the Swans upped the pressure.
Then Hernandez had a golden opportunity to level as Routledge flicked on a pass, and the Spaniard was in on goal but Schwarzer's knee denied him from 12 yards.
Hernandez was at the thick of the action, and another of his efforts was deflected just inches wide of the far corner, before Leon Britton's thunderous drive was palmed out for a corner by the excellent Schwarzer.
Rangel drove low at the keeper in another opportunity from 25 yards, and then Hernandez's volley curled wide following some good work by Ben Davies to hook the ball back into play as it headed out for a goal kick.
The Swans went even closer, de Guzman's cross finding Williams, who nudged it onto the post only to be denied by the feet of Schwarzer who reacted well to the loose.
Michael Laudrup made his first change with 15 minutes to go as Itay Shechter replaced Hernandez, which saw the Israeli striker move up front and Michu drop into midfield.
Then, out of nowhere, the visitors doubled their lead with a rare attack.
Berbatov beat the offside trap after latching onto a pass and he wrongfooted Vorm before sliding the ball into the net in the 78th minute.
Laudrup made another two changes, Kemy Agustien and Neil Taylor on for de Guzman and Davies.
But it was Fulham who finished off an excellent away win, with Sascha Riether's shot palmed away by Vorm straight to sub Urby Emanuelson, who slotted home in added on time.