And they don't just lose—they lose against the spread too, with a bankroll-draining 2-12-1 ATS mark, according to the OddsShark.com searchable NFL database.
But oddsmakers have set Cincy as a 6.5-point home favorite for the Monday Night Football matchup in Week 2.
The betting line on Monday's game has hovered around seven points for the past week. The total has also remained static around 41.
Cincy, seeking to make the playoffs for the third straight season, opened with a tough 24-21 loss at Chicago last week, giving up the winning score on a Jay Cutler-to-Brandon Marshall touchdown pass with seven minutes left. The Bengals led that game 21-10 midway through the third quarter, and managed to hang on for the cover as 4-point underdogs.
Meanwhile, after missing the playoffs last year, Pittsburgh opened this season with an ugly 16-9 loss at home to Tennessee. The Steelers managed just 195 yards of offense, just 32 on the ground, didn't score an offensive touchdown until just over a minute remained and lost outright as 6-point home favorites.
Pittsburgh also took a hit last week when All-Pro center Maurkice Pouncey suffered a serious knee injury. He is gone for the season.
Going back to last year, and including the exhibition season this fall, the Steelers have lost eight of their last nine games.
These two teams split their two games last year, each winning on the other's home field. The Steelers won in Cincy 24-17, while the Bengals won at Heinz Field 13-10.
ESPN has the coverage of the proceedings from Paul Brown Stadium on Monday night, starting at 8:40 pm ET.
Prediction: Many observers like the Bengals to cover here, but the OddsShark.com computer predicts a 14-10 Cincinnati win.
Stats, lines, trends and analysis courtesy of OddsShark.com, follow them on Twitter.