''We suffered that defeat against Australia in the 1996 World Cup and that still haunts me up to this day. It is about the only regret I had in my career, not having a World Cup medal around my neck, it is the missing link and would have put the icing on the cake for me,'' Ambrose told CMC Sports from his home in Antigua.
Ambrose said the unexpected loss left his team numb and no one in the dressing room spoke after the match got over. Ambrose, who took two wickets for 26 in the match, said the batting collapse, which cost them the game, came as a complete shock to him.
''The thing that hurt the most was that we had the game won. It was a strange loss by just five runs and there was nothing really we could have done. I still, up to this day, can't put my hand on what caused the defeat,'' he said.
''We were going along at a run a ball and suddenly we panicked and it all fell apart. I knew that if we had taken care of Australia there was no way Sri Lanka could beat us in the final. After the match there was complete silence in the dressing room. Not a man said a word. No one spoke because no one knew what to say. For once in my life I was down and out,'' he added.
The West Indies were 165 for two, chasing 207, when they all of a sudden lost the next eight wickets for just 37 runs to lose by five runs. Shane Warne was the wrecker-in-chief for the Aussies and took four wickets in a match-winning spell.
''I say it to this day that if we had just been able to get those other five runs my cricket life would have been complete. We were on a roll and we would have rolled over Sri Lanka in the final for sure,'' the 42-year-old said.
Ambrose took 405 wickets in 98 Test matches at an average of 20.99 and garnered 226 wickets in 176 ODIs making him one of the greatest pacers of all time. He retired from active play in 2000.