Flanker Dan Lydiate has said that he is "absolutely gutted" after the Welsh lost out to Australia again by a narrow margin.
Wales took a 19-17 lead with 10 minutes remaining in Sydney, only to concede a late penalty which Berrick Barnes sent over to seal a 3-0 Aussie whitewash in the series.
"We had our chances but fair play to Australia. They had chances and took them well. They kicked their points," Lydiate told Sky Sports News.
"I can't really talk at the minute, I am just absolutely gutted."
The defeat comes after Wales conceded a similar last-gasp penalty to lose 25-23 last week in Melbourne.
"We're getting closer but it was our last chance today but it wasn't good enough," Lydiate added.
"Too many errors on our part but credit to the Aussies, they're a good team."
Wales are still searching for their first win over the Wallabies in Australia since 1969.