It was a familiar tale for Wales’ representatives in Europe’s elite competition.
Yet Sherwood is convinced a different story is possible.
His optimism is based on a shift in approach in Welsh women’s football, with Swansea among a handful of clubs now running semi-professional teams.
When Sherwood’s old mate Monk was at Swansea, the women’s side wore the same crest as the men but the links between the two teams were minimal.
Now the landscape has changed, with Swansea announcing in summer 2023 that the women’s team would be “formally brought under the umbrella” of the men’s club.
“There is real passion and desire behind the female side within the club,” says Sherwood, who has experience of managing in England’s Women’s Super League at Yeovil Town.
“We are part of the fabric of the club, we are the DNA.
“Having been involved in women’s football for a long time, it’s refreshing to have such alignment within the departments and to have that support.”
Swansea’s new commitment to women’s football saw 16 players sign semi-professional contracts last year.
In March they appointed a first head of women’s football, Alice Weekes, in their history, while under-17, under-15 and under-13 sides have been created in the last 12 months.
The plan is to go further, with younger age-group teams to be set up in time.
“We have established the pathway,” Weekes tells BBC Sport Wales.
“In principle, anything the men and boys get, we will do a version of that for the women and girls.
“I think that’s huge. I think standards in women’s football are key, and making sure most importantly that they are being looked after properly from the ground up. It’s not just a PR move.”
One recent development has seen members of staff from the men’s side of the club spending time with the women’s senior team.
Sherwood’s players only train collectively twice a week, but strength and conditioning coaches and nutritionists are now provided for them by the club.
“There’s more care for players, more support, more structure, more resource,” says Sherwood.
“What brought me to the club was proper alignment, not just wearing the kit. It’s not just having a team bus, it’s having the right food on the bus, having the right schedule to make us as elite as we possibly can be.”