The 2018 World Cup winner will leave PSG after seven years when his contract expires at the end of this season, with Real Madrid his likely next destination.
He had hoped to sign off by leading the Qatar-owned club to Champions League glory for the first time in their history, and they were the favourites to see off Dortmund at the Parc des Princes in the semi-final second leg.
But they failed to overturn a one-goal first-leg deficit, with Mats Hummels scoring the only goal on the night to give Dortmund a 2-0 aggregate victory.
Mbappe was one of four PSG players to hit the woodwork in the second half, and coach Luis Enrique complained his side -– who had 31 attempts on goal -- had been "unlucky".
"I don't really like to talk about bad luck," Mbappe said a short while later.
"When you are good, you don't hit the post, you score. I tried to help the best I could. When I say we needed to be more clinical, I am the one who has to be scoring. But this is life, we need to pick ourselves up."
It will be hard for PSG to do that, given how close they were to reaching the final for the second time, four years on from their defeat against Bayern Munich in Lisbon.
That will forever remain as close as Mbappe came to lifting the European Cup with his hometown team, for whom he is their all-time top scorer with 255 goals.
A total of 42 of those have come in Europe's elite club competition, but he could not add to that tally across the two legs against Dortmund.
"The end of his dream" was the headline in sports daily L'Equipe, which gave a scathing assessment of the France captain's performance, awarding him a mark of two out of 10.
Another European disaster?
Being knocked out by the team who sit fifth in the Bundesliga looks like a disaster for a club who have invested as much as PSG over the years since the Qatari takeover of 2011.
It is the latest in a long line of huge disappointments in the Champions League knockout rounds, still headed by their 6-1 defeat by Barcelona in the last 16 in 2017 after they won the first leg 4-0.
"PSG hit their heads against the glass ceiling on a night when the sky seemed to be the limit," reflected Vincent Duluc in L'Equipe.
"The truth is that this elimination is quite the collapse given the gigantic opportunity that was on offer."
However, the truth is also that this PSG side was not seriously expected to get this far, despite the presence of Mbappe.
A massive overhaul of the squad was undertaken ahead of this season following the departures of Lionel Messi and Neymar, and Luis Enrique was brought in to oversee the new project.
"The objective I set out when I arrived was to compete as well as we could for every trophy," the Spanish coach said on Tuesday.
His side have already won Ligue 1 and Mbappe's last game will now be the French Cup final against Lyon on May 25.
Lack of experience
But perhaps a lack of experience at this level ultimately cost them -– according to statisticians Opta, their starting line-up had an average age of 24 years and 157 days, the youngest for any team in a Champions League semi-final since Arsenal against Manchester United in 2009.
Luis Enrique will have to hope the experience garnered by his young players can help them next year.
"We need to remember that it is a new project with a new coach, with lots of changes. There are lots of positives and good things to take forward into next season," captain Marquinhos told broadcaster Canal Plus.
It is hard to imagine how PSG can be better equipped to win the Champions League without Mbappe, though, even if they will surely spend big money on a replacement.
The coach has regularly either left Mbappe out of his team or taken his star player off in domestic league games over the last three months, apparently in the name of planning for next season.
That strategy has not ultimately helped PSG win the one trophy they really crave in this campaign, and Mbappe -- now aged 25 -- will hope to finally get his hands on it after leaving Paris.
