Trailing 4-2 after the first leg at Parc OL, the Giallorossi made things hard for themselves by conceding inside the first 15 minutes - only to bounce back with strikes either side of half-time to put themselves within touching distance of the quarter-finals.
That decisive third goal just would not come, however, in a devastating final 30 minutes that saw Luciano Spalletti's side throw everything they could at the Ligue 1 outfit.
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The second leg started similarly to the first - with Mouctar Diakhaby turning home from a set-piece to give his side the lead. That was most certainly not the beginning the hosts were looking for, but at least they responded immediately: Kevin Strootman bundling home from a similar opportunity moments later to reduce the arrears back to two goals.
Roma continued to dominate the ball, but Anthony Lopes proved equal to everything thrown at him. That was until the hour-mark, however, when substitute Stephan El Shaarawy slipped a low cross past him that was subsequently turned into his own goal by Lucas Tousart.
That meant Roma needed just one more goal to progress - a target they pursued with determination over a breathless final half-hour. There were numerous close shaves but, alas, the goal itself would not come - as Roma went out in defiant but hugely disappointing fashion.
Luciano Spalletti opted to make just two changes from the side that fell to a 4-2 defeat at Parc OL seven days ago.
Antonio Rudiger returned to defence in the place of Juan Jesus after being suspended for the first leg - while Mario Rui came in at left wing-back after Emerson Palmieri suffered a slight injury during the week.
5' - BAR! The corner falls to Rudiger, whose spinning volley hits the woodwork... and Lopes saves Salah's follow-up header!
12' - Peres finds Salah's run in behind the defence but Lopes makes an important block to deny the winger!
16' - Goal. Lyon lead. Like in the first leg, Diakhaby meets a free-kick to head home from six yards. 0-1.
18' - GOAL! This time it's Roma's turn to win a dangerous free-kick: De Rossi swings it in and Strootman gets the crucial touch! 1-1!
33' - Radja nearly pulls the spectacular out of the bag, but his 25-yard volley is just fractionally wide!
41' - HOW?!? Lopes makes an incredible double save to deny Strootman his second. So close!
45' +2 - Dzeko spins his man and then shoots from 20 yards but Lopes is able to save and hold.
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46' - CLOSE! Another amazing save from Lopes keeps out Radja's header!
54' - Valbuena fires over from inside the box. A let-off for the Giallorossi...
60' - GOAL ROMA LEAD ON THE NIGHT! El Shaarawy makes an instant impact, squaring a low ball across the box ... and it deflects home off Tousart! 2-1!
64' - SO CLOSE! Brilliant footwork from El Shaarawy opens the space inside the box, but he drags his shot just wide!
65' - Lyon create a dangerous attack on the break, but Cornet smashes over from close range. An escape...
77' - Alisson makes the good save to tip away Tolisso's curler.
85' - INCREDIBLE FROM ALISSON! He makes a key one-on-one save from Cornet to keep the game alive!
88' - CLOSE AGAIN! El Shaarawy latches on to a half-cleared corner but is nudged as he shoots and fires over!
90'+2 - Dzeko flicks on Perotti's cross but it goes just over the crossbar...
90'+4 - Final chance? A well-worked low corner for El Shaarawy is on target but is blocked before it can reach Lopes...
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All things told, it was a good performance. Their attitude was good and we deserved more given the way we played. Considering how well we performed tonight and in the first half in France I don't think we were inferior to Lyon or deserved to go out.We stopped playing in the second half in Lyon and tonight we just needed to stick another one away. We had lots of chances to take the lead and it would have been easier with the fans we had behind us tonight. I guess it means we didn't deserve to go through but I think we did.”
- Luciano Spalletti
"Perhaps we need to learn to manage games a bit better, like in the second half in Lyon when we were in front. It's hard to talk about results now though because we're upset. As I said, we had the chances to go through tonight so it hurts even more that we didn't.”
- Radja Nainngolan
The Giallorossi are back in Serie A action at the weekend, as they host Sassuolo at the Stadio Olimpico on Sunday evening.
Then follows the international break, before Spalletti's side return to action against Empoli on Saturday April 1.
The second leg of the Coppa Italia, against Lazio (where the Giallorossi will also be trying to overcome a 2-0 deficit), then follows on the fourth.
Goalscorers: Strootman (17'), Tousart (o.g. 60'); Diakhaby (15')
Roma: Alisson; Rudiger, Fazio, Manolas; Mario Rui (Perotti), Strootman, De Rossi (Totti), Peres (El Shaarawy); Nainggolan, Salah; Dzeko.
Olympique Lyon: Lopes; Morel, Mammana (Yanga-Mbiwa), Diakhaby, Jallet; Gonalons, Tolisso, Tousart; Valbuena (Rafael), Lacazette (Fekir), Cornet.
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