1985–86 brought another league and cup double – this time Mathy started the cup final, a 5–2 win over VfB Stuttgart, and a personal highlight was a hattrick in a 4–2 win over Austria Vienna in the Cup Winners' Cup, helping Bayern on the way to the semi-final. The following season brought early European success for Mathy, too – he scored two goals to settle a European Cup first round win against PSV Eindhoven, and won a third consecutive German title, but missed the entire second half of the season, including the 1987 European Cup Final, which Bayern lost against FC Porto.