Indeed, their record throughout the entirety of the competition has seen them fall short year after year, putting their fans through anti-climax after anti-climax.
The years may roll by, but for Charlton, making their way beyond the opening few rounds has proved as much of an obstacle as returning back to The Valley once did.
The difference of course, is that they eventually did make it back to The Valley, through a combination of stubbornness and determination.
Put Charlton into the league it seemed, and they did remarkably well. Place them into a cup clash, where passion was more important than poise, and they collapsed.
When it really matters, it seems, all too often they have been shown to be lacking the necessary fight.
If Blackburn wanted an example to follow, they could do worse than look at their manager, Mark Hughes, winner of the trophy three times, playing for three different clubs.
If Alan Curbishley had worried about how to motivate his players – and he admitted as much before the game – he had only to look at Hughes to see quite how direct a form that motivation could take.
With his side on a run of four successive defeats, however, few gave Curbishley hope of turning things around to the extent needed to proceed through to the quarter-finals for the first time in their history.
As close as they came to being wrong, events were to prove that, once more, Charlton just cannot withstand the demands of cup football.
For large portions of the game Charlton, particularly in the form of their midfield trio of Danny Murphy, Radostin Kishishev and Alexei Smertin, were simply too good and too composed for the visitors.
They went ahead 10 minutes before the break as Murphy, who had been dropped for the trip to Aston Villa at the weekend, showed his class on his return to the side by providing Darren Ambrose with the opportunity to smash home a drive from 12 yards out.
Five minutes after the interval, Murphy himself took control, seizing on a half chance to dink the ball around the stranded figure of Brad Friedel to double the lead and seemingly end the game as a serious contest.
With Charlton's cup pedigree, however, things were never going to be that simple.
Shefki Kuqi was introduced in place of the ineffectual Brett Emerton and within a minute won a foot race on to a hopeful through ball and prodded home beyond Dean Kiely to reduce the deficit to a single goal.
Five minutes later and Hughes' other substitute, David Thompson, claimed a dramatic and unexpected equaliser, slamming home a spectacular volley from all of 30 yards and leaving the home fans wondering if the cup was going to leave them shell-shocked once more.
It took five minutes for their worst fears to be confirmed. Morten Gamst Pedersen found sudden space in midfield before sliding the ball into the path of David Bentley who slid home from the edge of the area to claim an unexpected win.
A dramatic comeback, a dramatic evening, and for Charlton's hopes of getting their season back on track, a disastrous collapse.