The following year, West Ham reached the play-off final again, with Etherington setting up the goal in the final against Preston North End with a perfectly timed cross which was scored by Bobby Zamora, which sent West Ham back into the Premier League. In 2005–06, West Ham made the FA Cup Final before losing on penalties to Liverpool. Etherington scored in the 4–2, fourth round win against Blackburn Rovers and played in the final at the Millennium Stadium in Cardiff in May 2005. He was a regular member of the team for seasons 2003–04, 2004–05 and 2005–06, his appearances being more sporadic in the following three seasons. Etherington eventually lost his place in the starting XI due to Gianfranco Zola's preference to play younger players. He completed 195 games for West Ham, in all competitions, scoring 18 goals, before being sold to Stoke City on 8 January 2009.