Two years on and they return to the Welsh capital with David Wallace insisting Munster are the underdogs against the three-time champions, although the province's travelling army of supporters are sure to vastly outnumber the French club's fans.
"I'm sure most people would agree that we are going in as the underdogs and, if our support is anything like we had at our last final two years ago, we can do with that help," said Wallace.
"That first final defeat (against Northampton) was very, very disappointing because not only was it so close, we also felt we had not performed as well as we knew we could and should have played.
"In our second final we were beaten by a better team on the day when Leicester Tigers won 15-9 in Cardiff and we went into final number three knowing that three Heineken Cup final losses would be simply too much to bear," he admitted.
"Now we have the opportunity to even up the balance sheet and it would be great if we can make it two wins from four finals."
With head coach Declan Kidney heading for the top coaching job in Ireland with the national squad after the final, Wallace and his team-mates can give him the perfect parting present after Kidney has guided the province to all four of those finals.
"Last time Declan left us back in 2002 it was on a losing note so it would be brilliant for him to go with a win this time. He has led us to all the finals and it would be great to give him another trophy," the number 7 opined.
"However, Toulouse are a great side and a huge challenge for any team - we will have to play out of our skins to beat them on Saturday. They epitomise all the best things of French rugby.
"Regardless of who plays, they have a potent back three and a great pack of forwards. They are strong across the park but their back row, along with (lock and captain) Fabien Pelous, are at the heart of their side.
"I think their main strength is their fantastic squad depth which, to put it mildly, is simply mind-boggling. They regularly have several guys on their bench who would walk into most other teams in Europe.
"We used to struggle a bit in that department at Munster but now we also have solid strength in depth and, thankfully, very few injury worries at the moment."
Wallace was the first forward to score a Heineken Cup final try when he crossed for the only try of the match in the 9-8 defeat to Northampton eight years ago. Preparations for this weekend's decider are going well, he explained.
"Our preparations have not been too bad, we have had a few weeks off to prepare and help us get through a lot of stuff we needed to work on.
"And not having a game last weekend is not a worry - at this stage of season we have a lot of matches under the belt and it is good to freshen up and work on a few things ahead of the biggest match of the season."