Labour leader Ed Miliband has said his first shadow cabinet will contain a Welsh MP even though none made it through in a party vote.
Eight stood for the 19 elected posts including former ministers Peter Hain, Kevin Brennan and Alun Michael.
Mr Hain said he was "obviously disappointed" and believes too many MPs from Wales stood, splitting the vote.
Mr Miliband said a Welsh MP will become shadow Secretary of State for Wales when he announces his team later.
Yvette Cooper topped the poll and former leadership contenders Ed Balls, Ms Cooper's husband, and Andy Burnham were elected.
The final shadow cabinet will contain a total of 29 MPs with five discretionary appointments available to Mr Miliband.
Three MPs from Scotland were elected - Douglas Alexander, Ann McKechin and Jim Murphy.
The situation is different in Northern Ireland where Labour, along with the Conservatives and the Liberal Democrats, do not have any MPs.
Mr Hain, the MP for Neath, said: "Obviously, I am disappointed.
"There were far too many Welsh MPs standing and it's not surprising that although I only narrowly missed out nobody came, apart from that, anywhere near getting elected.
"It tells us that Labour MPs wanted a new generation of shadow cabinet members. They voted that way.
Break with past
"There are a lot of women in the shadow cabinet, that's really good. That generation will take us forward."
Wayne David, MP for Caerphilly and another unsuccessful candidate, said: "The important thing is when the shadow cabinet is established, and it's the leader of the party who will decide its form, there will be a strong Welsh voice there."
Nick Davies, chairman of Welsh Labour Grass Roots, said: "It's a bit of a shame that a country that consistently rejects the Tories does not have a representative.
"Possibly there were too many standing.
"What's more important here is Labour is trying to break with the New Labour past, trying to bring in a new generation."
Forty-nine candidates stood for the 19 posts.
It is up to Mr Miliband to decide which of the successful candidates is given which job.
Labour said there would be no announcements until at least lunchtime.