The Bantams were knocked out on penalties by Sky Bet League 2 side York City after a dramatic night of Capital One Cup football at Bootham Crescent.
York substitute Josh Carson slammed home the winning penalty for the hosts in the shoot-out after Tony McMahon and Christopher Routis had earlier seen their efforts from the spot saved.
Routis initially gave Phil Parkinson's men the side the lead of the round 1 tie midway into the first period with a fine volley but a penalty from Luke Summerfield early after the restart levelled things up.
Alan Sheehan fired over the bar with his own penalty later in the second period before York looked set to win it in normal time when James Berrett crashed home a free-kick with only five minutes to go.
City substitute James Hanson took the game into an extra period, however, when he struck in the final minute of injury time to make the score 2-2.
A goalless period of extra-time saw the tie go to penalties, which were to be taken in front of the York City fans behind one of the goals.
Into the shoot-out, City 'keeper Ben Williams saved Jake Hyde's penalty and nearly kept out Reece Thompson's kick but Carson's winner condemned the Bantams to their first penalties lost in ten encounters.
As they had done on Saturday at Swindon Town, City started the match with purpose and looked the more threatening of the two teams.
It took Parkinson's men 21 minutes to net thanks to a fine finish from Routis.
Latching onto Sheehan's flighted delivery from a wide free-kick, the Frenchman fired in an acrobatic effort on the volley past Flinders and into the far corner.
Continuing to look in control of proceedings, City kept hold of their lead up until the half time interval.
The lead unfortunately didn't last too long into the second period, however, when Gary Liddle was penalised for a push in the box on Reece Thompson.
Summerfield sent Williams the wrong way from the resulting spot-kick to level the tie up.
Midway through the second period, City had their own opportunity from the spot when Steven Davies was felled just inside the area by David Tutonda.
Sheehan took charge of the kick but his chance to restore City's lead disappeared into the night's sky as he blasted his penalty over the bar.
The miss looked particularly costly with just five minutes of normal time on the clock when took the lead of the tie for the first time thanks to Berrett's brilliant free-kick from just outside the area.
With their place in the Capital One Cup on the line, the Bantams poured forward in the remaining minutes in a bid to snatch an equaliser.
In the final minute of injury time, City dramatically managed to engineer a leveller in the tie when Hanson lashed home after Routis' cross from the byline had been brought down by Billy Clarke.
The 30 minute period of extra time saw Hanson head narrowly over the bar for the Bantams and Hyde fire against the post for York.
York thought they had found a winner in the 118th minute but Thompson's close range effort was ruled out for offside.
The continued deadlock resulted in a penalty shoot-out and, for once, City's luck ran out.
After nine consecutive spot-kick successes, Carson's winning penalty for York condemned the Bantams to their first loss in shoot-outs since 2006.