It's a question that has troubled England forever, and even Stephen Hawking has pondered the mystery behind them.
But how do you take the perfect penalty?
One of our regular pundits Ben Lyttleton has written a book called Twelve Yards: The Art & Psychology of the Perfect Penalty and tonight the man who tried to put two penalties past Packie Bonner at Landsdowne Road chatted to us about his findings.
"You often see the best players in the world missing penalties - Baggio did it in '94, Platini in 1986. Messi and Ronaldo have missed huge penalties for their clubs and Maradona once missed five penalties in a row playing for his club side in Argentina," said Lyttleton.
He pointed out data which shows that the likes of Lionel Messi and Cristiano Ronaldo had better penalty records before they won major individual prizes.
"The only conclusion you can draw from that is that the pressure of being a high status player does come into play when it comes to big penalties. The players have further to fall and they have some fear of this failure and that preys on their mind," explained Lyttleton, citing Frank Lampard as another example of a player who went from scoring in a Euro 2004 shootout to missing at the 2006 World Cup.
But he believes the issue with England is more complicated and linked to the power of "negative trauma". He also added that history shows that England's non regular penalty takers are the ones most likely to miss with Waddle, Southgate, Ince and Batty as examples.
But this year, Lyttleton points out that no other World Cup squad has more regular penalty takers than England. However he would prefer someone like James Milner to take a penalty rather than a Wayne Rooney type star player.
He also touched on the different ways that goalkeepers prepare for penalties.
Listen to the full interview via the Football Show podcast.
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