Newcastle Jets captain Matt Thompson has played his final match for the club.

The 27-year old midfielder led his side to the second week of the A-League play-offs but could not push the Jets through to the Preliminary Final after losing 3-1 to the Wellington Phoenix yesterday.

Thompson scored in his 121st game for the club but the end result was not how he would have liked to go ahead of his move to incoming club Melbourne Heart next season.

"It was terrible. I hated it," Thompson said after the match. "The fact I couldn't finish the game disappointed me more than anything.

"I know I scored the first goal, but I could have had a hat-trick and we should have won the game," he added.

"My first one, I didn't get a toe in. The effort was there, I knew what I wanted to do but the execution wasn't there.

"It let me down twice.

"I honestly thought today we could have done something," he added further. "It's frustrating that I played a big part in that. You miss a couple of opportunities and then come off. You feel helpless.

"You can see the boys are tiring and you can't do anything. It is not a good thing."