Despite jumping out to a 24-0 halftime lead, they found a way to lose the game. Knowshon Moreno rushed for a career-high 224 yards, but it still wasn't enough.
And finally, after allowing the Patriots to come all the way back and send the game into overtime, a completely preventable error on special teams ended up costing them the game.
But with all of that said, the performance of Peyton Manning may get lost in the shuffle.
Manning has had an excellent, MVP-caliber season. However, his play on Sunday left a lot to be desired.
Manning had by far his worst game of the season, completing just 19 of the 36 passes he attempted for a mere 150 yards.
He threw one interception and finished the game with a QBR of 28.1. He's seen much better days.
The game featured freezing temperatures and high winds. Though those factors only seemed to adversely effect one team—the Broncos.
Manning has been stellar this season, throwing for over 3.700 yards and 36 touchdowns through 11 games. Yet, anyone who watched the game Sunday night could see he just wasn't the same player in the cold New England air.
Many of his passes fluttered through the air more so than usual and didn't seem to have much on them.
With tight end Julius Thomas out with an injury, he wasn't able to utilize the middle of the field.
By comparison, New England quarterback Tom Brady seemed to embrace the cold weather. He completed 34 passes on the night while throwing for 344 yards.
He has only thrown for more yardage than that once this season. His passes were crisp and put right where they needed to be.
Perhaps, it's just a coincidence that Manning struggles when the temperature drops, but in two seasons with the Broncos, he's played in two frigid games that have gone into overtime.
Denver has lost both times.
Before his days in Denver, he played the majority of his games in a dome in Indianapolis. But it isn't like his cold weather struggles didn't exist there.
In the 2003 AFC Championship game, Manning had one of his worst days as a professional, throwing four interceptions as the Colts went down to defeat.
The neck injury that forced him to sit out the entire 2011 season has only seemed to exacerbate the issue.
And for those that may feel that this isn't an issue, consider this.
After winning the coin toss to begin the overtime period, New England head coach Bill Belichick deferred, something you almost never see.
Knowing that he'd be playing against the wind, Belichick showed no fear of one of the greatest quarterbacks in NFL history and gave him the ball, virtually asking him to beat him.
Manning was unable to do that.
After taking all of this in, there is still plenty to be excited about. After all, the Broncos still hold the top spot in the AFC despite this ugly loss.
If the season were to end today, Denver would have home-field advantage throughout the playoffs and be one of the favorites to reach the Super Bowl—as they've been all season.
Should they get to the big game, it will be played on a February night in New York. It will be cold there.