A loss to the Toronto Argonauts in the 2012 Grey Cup was followed up by last season's defeat in the West Division final against the Saskatchewan.
But all that hurt will be wiped away if Calgary can walk out of B.C. Place Stadium on Sunday night with a victory over the Hamilton Tiger-Cats in the 102nd edition of the CFL championship.
"We've put all the work in, we're excited," Stampeders slotback Nik Lewis said after Saturday's final walkthrough. "Now you have to try and calm your nerves and take your mind away from football for a while.
"When we show up (Sunday) it's go time."
A veteran of 11 seasons, Lewis won the Grey Cup with Calgary in 2008, but has also been around for a lot of the heartbreak.
"This is what I used to visualize as a kid, running through the yard throwing the ball up to yourself," said Lewis. "I've thrived on this moment.
"We've done everything we need to do up until this point. Now we've just got to finish the job. It's not going to be easy, but it will be worth it."
The Stampeders beat the Edmonton Eskimos in the West final after a 15-3 regular season, while the Tiger-Cats topped Montreal in the East after a 9-9 campaign.
"It's going to be a very hard-fought game," said Calgary quarterback Bo Levi Mitchell. "It's going to be a dogfight, it's going to be a battle. People are going to walk away hurt, and some people are going to walk away happy.
"We've got to make sure we're on the right end of that."
Stampeders head coach and general manager John Hufnagel has taken part in his fair share of big games and said he's happy with how his team as responded this week.
"The mood of the team is good," he said. "They've been very focused.
"I'm pleased with the overall mental state of our football team."
While some players use visualization to prepare and motivate themselves, Mitchell uses negative thoughts to help him get ready.
"I think about the other team holding up the trophy," said the 24-year-old. "I think about the other guys winning the awards, holding the trophy, the (confetti) in their colours, their fans being happy because that wakes me up and that motivates me.
"From the moment I wake up it says: 'We don't have it yet.' I know we don't because it's not in our hands."