The 2002-03 season, under Denoueix, was the best in our most recent history with the team just pipped to the league title by Real Madrid. Ending the 2002-03 season as runners-up in the league meant La Real would directly enter the following season’s Champions League
In the group stage, Real Sociedad were joined in Group D by Juventus, Galatasaray and Olympiacos. On 17 September 2003 Anoeta was decked out in blue and white for La Real’s Champions League debut against Olympiakos. The team suffered to break down the Greek defence but a late Kovacevic penalty gave La Real their first ever win in the Champions League.
On MatchDay 2 La Real travelled to Istanbul to meet Galatasaray and were ahead on 3 minutes through Kovacevic. Hakan Sukur levelled on the hour but the realistas showed spirit and were rewarded when Xabi Alonso headed in the winner late on.
MatchDay 3 was an away trip to Turin to take on Juventus with whom the Txuri-urdin shared leadership in the group. By the 7th minute La Real were already 2-0 down; Trezeguet and Di Vaio with early goals then adding 2 more to make it 4-0 on 64 minutes. La Real summoned their pride and hopes were raised when Tudor scored an own goal; De Pedro converted a free-kick as it ended 4-2. That defeat in Turin made Real Sociedad determined to get their revenge in the return in San Sebastián on MatchDay 4.
The team started strong but couldn’t find a way past a well-organized and well positioned Juventus defence as it finished 0-0. Next, La Real travelled to Athens needing a win against Olympiacos to certify their place in the knockout round.
Igor Gabilondo gave the team a well-deserved lead on the half hour but Olympiacos responded with goals from Stoltidis and Castillo. La Real’s problems were compounded when Kovacevic was sent off but Gabriel Schürrer’s equalizer gained a valuable point.
Other results meant that the team only needed a draw from the final group match to make the next round - but a defeat would leave them out. Despite needing to win, Galatasaray played a defensive game and were ahead on 26 minutes when Hakan Sukur beat López Alberto. But on 51 minutes, La Real got a breakthrough: De Paula scored the equaliser the team needed to end as runners-up in the group.
In the first knockout stage, La Real avoided Arsenal, Manchester United and AC Milan and ended being drawn against Olympique Lyon.
The first leg was played at Anoeta on 25 February but the realistas didn’t play well and lost 0-1 with Schürrer scoring an own goal. On 9 March, La Real stepped out onto the pitch at Stade Gerland determined to turn the tie around. The team showed courage but lacked luck; Juninho made it 1-0 on the night, 2-0 on aggregate and La Real’s Champions League dream was over.