In front of a record crowd at Celtic Park, the Warriors scored the first and last tries in a hardfought encounter with Leinster, but when the final whistle went, it was the Irish side celebrating an 18-15 victory.
The frustrations for Glasgow come from the fact they did not reach the heights they have hit over the last month, when they have been the form team in the competition.
The wet conditions played a part, Leinster’s fantastic defensive effort perhaps even more so.
But the Warriors showed enough in flashes to leave Rennie wondering what might have been if they had been able to be a little more clinical in a first half when they created several chances and scored just one try through Matt Fagerson.
The Glasgow director of rugby said: “It’s disappointing. We’re a better side than that. We’ve played a lot better footy than that over the last month. We just made too many errors.
“The disappointing thing from our point of view is that we could have played a lot better and we only lost by three.
“They put a lot of pressure on us through their kicking game and I thought they defended really well.
“We had some opportunities and didn’t take them. They were pretty good at strangling us out of the game. They were able to dominate the ball in the second half and dictate the pace of the game.
“You’ve got to give Leinster credit, they kept coming at us, they had a lot of line speed, probably more than they normally do and they nullified us.
“We handed them the ball eight or nine times and you can’t afford to do that in a big game.”
Grant Stewart’s try five minutes from time had given Glasgow hope, giving them one last chance to find a way through.
However, pinned back in their own 22, the Warriors could not break down the Leinster defence, instead seeing the defending champions retain their crown.
It was not the farewell Glasgow would have wanted for Stuart Hogg, on his final appearance for his hometown club.
And yet the performances of the likes of Scott Cummings and Fagerson gave Rennie confidence that there is more to come from this team.
He added: “It’s always tough to reflect on where we are at in the season on such a disappointing night. Certainly we’ll review and reflect on it over the coming weeks.
“You can tell by the disappointment in the changing room that we’ll back ourselves to beat anyone in Europe but we’ve got to be at our best, that’s the key and we weren’t there tonight.
“We’re in a pretty good place. The advantage, some people would see it as a disadvantage, is that we have a lot of international guys who can’t play week in, week out.
“We play a lot of other guys who have grown heaps, we’ve got a lot of young guys coming through. We’ve created depth, we’ve seen that in this competition, we scored the most points in the international windows. That means other guys are doing a really good job for us.
“We’ve got the nucleus of a good side. We’ve got some good young men who will play for Glasgow for a number of years. We’ve got to tweak and adjust which will give us a different edge to our game.”
Glasgow know better than most that more often than not you have to suffer heartbreak before you finally succeed in big finals.
That was the case before their first league success in 2015. Rennie and his players have shown enough to indicate this team might be capable of repeating the trick.