The 2007 Twenty20 World Cup final loss to India hurt him so badly that Pakistan all-rounder Shahid Afridi hit himself with his own bat to vent out the frustration.
Afridi said that his biggest regrets in his life were seeing Pakistan lose the 1999 World Cup final to Australia and the Twenty20 World Cup final to India in 2007.
"Believe me these two moments still haunt me. After the T20 final I hit myself on the foot with my bat so hard in utter frustration at the way I got out that I couldn't walk properly for two days," he said.
Afridi said he wants to be a part of a Pakistan team that wins a World Cup.
"People say I have two or three years of cricket left in me. I would love to be a member of a team that either wins the T20 World Cup or the 2011 World Cup," Afridi said in TV interview on Geo Super.
"I like to play my natural game and that is my strength. I want people to enjoy my game," he added.
On captaincy, Afridi said he enjoyed leading the Sindh and Karachi teams in domestic cricket but wouldn't like to comment on getting the national team's rein.
"That is not my job that is for the board to decide. I am just happy to be part of the Pakistan team," he said.
The Pakistan allrounder also wants former captain and current PCB director general Javed Miandad to fulfill his promise of lifting the domestic cricket ban on the players signed up with the Indian Cricket League.
Afridi said that before coming into the Board, Miandad had said he would like to see the ICL players free of the ban imposed on them by the Pakistan cricket board.
"I think now that Javed bhai is director-general in the board people are waiting to see what he does about the ICL players. They are waiting for him to fulfill his promise," Afridi said.
The issue of allowing the ICL players to play in domestic cricket has gained momentum in recent days with the PCB Chairman Ejaz Butt coming under fire for constantly stating that the Board was following ICC policy on not allowing ICL players to play domestic cricket.
Media reports had quoted Butt as saying that the PCB cannot clear the country's ICL rebels unless the ICC recognises the breakaway league.