Football Association of Wales chiefs admitted they were disappointed after Wales did not win the right to stage any Euro 2020 games.
The FAW has written to UEFA to ask why it was overlooked with Wembley handed the extra four games after Belgium lost the right to host matches.
Wembley will now stage seven of the games during the tournament which is being spread around European cities.
Games will be played in Glasgow and Dublin but not Cardiff’s Principality Stadium.
A statement said: “The Football Association of Wales and all its stakeholders are extremely disappointed with the news that its bid to secure four UEFA EURO 2020 matches at the Principality Stadium in Cardiff has been unsuccessful.
“Over the past four years, Wales has successfully staged three UEFA events – firstly, the UEFA Super Cup Final in 2014, followed by the UEFA Men’s and Women’s Champions League Finals in June this year.
“UEFA ranked the UEFA Champions League Final as one of their best events and praised the way in which the Cardiff 2017 Local Organising Committee delivered the showpiece.
“The concept of taking UEFA EURO 2020 to 13 different countries was devised to allow smaller countries, like Wales, to have a unique opportunity of being involved in staging a major tournament.
“Wales has never staged a EURO or World Cup Final and this was its one and only chance of doing so.
“The FAW complied with all of the bid requirements and has written to UEFA to request feedback on the decision so that it can understand the reasons behind the vote for future reference.
“The FAW wishes the FA and Wembley Stadium the very best for UEFA EURO 2020, which it sure to be a fantastic tournament.
“The FAW will now fully concentrate its efforts on ensuring that the Wales National Team has the very best opportunity to qualify for and participate at UEFA EURO 2020.”
