The 31-year-old midfielder lost in the Champions League final with his club last May then finished second in Euro 2008 with Germany, adding another chapter to his near-misses after losing three finals in a week when playing for Bayer Leverkusen, who were dubbed 'Neverkusen'.
Ballack is recovering from an ankle injury and could feature at Portsmouth tomorrow in the third round of the Carling Cup as Chelsea go in search of glory on all four fronts this season.
"I didn't just think about Moscow in the summer, I lost another final as well," Ballack said.
"You always think about football, I think about it all the time. If you lose two finals in four weeks, of course I'm going to think back.
"It's also good that you have a new season, new targets and a big motivation this season. We have a big squad and lots of competition so that is good in football."
The clash at Fratton Park will be a test of Luiz Felipe Scolari's promise to challenge for all four trophies, especially after a draining encounter against Manchester United at the weekend.
"The challenge for Chelsea is to win all the competitions in which we participate. Manchester United is one more game," said the Brazilian.
The Chelsea boss could rest his big players but also has injury problems - Deco and Ricardo Carvalho were injured before and during the United clash, respectively.
Deco will be out for at least a fortnight with a thigh strain, while Carvalho is on the sidelines for up to a month, joining Michael Essien on the treatment table.
Striker Didier Drogba is also struggling for match fitness after his knee injury, meaning Scolari could be short on numbers if he wants to rotate.
His squad list currently comprises 25 players after letting the likes of Shaun Wright-Phillips, Tal Ben-Haim, Steve Sidwell, Claude Makelele, Andriy Shevchenko and Claudio Pizarro leave in the summer.
Although Ballack is easing back to full tilt, he is pleased just to be playing - this time last year he was recovering from ankle surgery.
"Nothing has changed for me, I always wanted to win something," he said. "I had a big injury last season and had to come back in the middle of the season. For me, I enjoyed playing after this difficult period and I'm happy that I can play from the start."
If Drogba plays, he is anticipating a tussle with former Chelsea midfielder Lassana Diarra, who is now at Portsmouth after leaving Stamford Bridge for Arsenal last summer.
"When I was in Le Mans he came there and I knew him, so it has been a long, long time. He was 13 or 14 I think," said Drogba.
"When (former boss Jose) Mourinho wanted to sign him he told me and asked me about him. I said good things about him, and he thought he had found the next Makelele.
"For me, Lassana could be the next Makelele, but he also has more to his game and he likes to go forward as well.
"He just wanted to play more on the pitch and get games, which is understandable. Even though he is young he wants to play against the big players, go one against one and show himself, to work and to improve.
"To do that he knows he has to play against the best, so it's good for him that he is desperate to improve."
by espnstar.com
Lyon striker Karim Benzema has a buy-out clause of US$147 million, club president Jean-Michel Aulas revealed.
