Rostov sealed Europa League qualification after grinding out a 0-0 draw with PSV Eindhoven in Champions League Group D.
The Russians only needed to avoid defeat against the Dutch champions to stay in Europe after last month's shock 3-2 victory over Bayern Munich in their first-ever Champions League group-stage triumph.
Meanwhile, Tuesday's defeat completed a disappointing campaign for Phillip Cocu's men, who fell far short of the form that took them into the knockout stages of last season's competition.
This was just their second point of the campaign, both coming against a Rostov side that has struggled in the Russian Premier League all season.
PSV rarely threatened to break down Rostov's stubborn backline, who stymied any attacking threat and limited their opponents to half chances and occasional shots from distance.
The Russians started with purpose and Dmitri Poloz flashed a dangerous cross across the face of goal inside three minutes.
But they soon settled into their defensive work and brave blocks twice prevented Steven Bergwijn from getting a shot away when well placed in the area.
PSV had won just one of their previous six games, and for all their dominance in possession they lacked conviction in the final third.
A rising strike over the top in the 28th minute from Bart Ramselaar and a misdirected near-post header from Nicolas Isimat-Mirin represented PSV's best chances of the opening period.
Christian Noboa volleyed wide as the visitors threatened on the break.
The second half began in similar fashion, with PSV enjoying much of the play but creating little - to the increasing frustration of the home supporters.
Rostov sank deeper into their own territory as the half progressed, forcing Cocu to introduce more attacking threats in Siem de Jong and Gaston Pereiro on the hour.
But it was the visitors who almost broke the deadlock on a rare foray forward - Sardar Azmoun's fierce volley proving too close to Jeroen Zoet, who was able to parry the ball away from goal.
Bergwijn lashed over a shot from outside the box after 70 minutes and De Jong headed weakly wide as desperation began to take hold for PSV.
Soslan Dzhanaev saved smartly from a fiercely struck De Jong strike as he met substitute Luciano Narsingh's cross as the clock ticked into the last 10 minutes.
Pereiro forced another save from Dzhanaev before Ramselaar's goalbound strike was hacked off the line in the final minutes as Rostov hung on for their precious point.