A knee injury saw Downing sidelined for five months at the end of 2005, though he returned to play his part in the run to the 2006 UEFA Cup Final, including three assists in the 4–2 (4–3 agg) victory over Steaua București in the semi-final second leg. He started in the final as Middlesbrough were beaten 4–0 by Sevilla at the Philips Stadion.