Woeful defending played a major part in Wales' heaviest defeat since 1996 and Aleksandar Kolarov and Zoran Tosic had the hosts 2-0 up inside 25 minutes in Novi Sad on Tuesday night.
Gareth Bale gave Wales hope with a stunning free-kick but Filip Djuricic got a third for the hosts before the break and Dusan Tadic, Branislav Ivanovic and Miralem Sulejmani completed the rout.
The hope that this generation of Wales players were ready to end a run of having not reached a World Cup finals since 1958 had flourished under the stewardship of the late Gary Speed.
But since his death Wales have lost five in a row and the dispiriting manner of this defeat suggests the wait will extend beyond the end of this campaign.
Chris Coleman had said there were positives to take from Friday's 2-0 defeat to Belgium but there were none on offer here.
The manager praised the defensive display last Friday but it was a string of errors at the back that did for the visitors this time round.
There had been early warning signs when Adam Matthews was in the right place keep out a free header from Matija Nastasic, before Darcy Blake came close to putting through his own net with a sliced clearance.
And it was no surprise when Wales fell behind after 15 minutes.
Chelsea's Ivanovic won a soft free-kick out of Simon Church on the right edge of the area and Kolarov, who had been critical of Wales in the build-up to the game, stepped up to curl a left-footed effort over the wall and beyond Boaz Myhill, who was slow to react to the strike.
The deficit doubled in the 24th minute, with Kolarov this time the creator amidst comedy defending.
The left-back looked to have been stopped by Ashley Williams but he slipped away from the centre-half and Chris Gunter to get away a shot from near the byline. Myhill blocked that effort but Tosic had the simple task of converting the follow-up.
It would have been worse for Wales had Gunter not blocked Tadic's goalbound effort, with the visitors looking vulnerable almost every time the hosts came forward.
Bale gave them a lifeline just after the half-hour mark as he picked himself up after being fouled by Milan Bisevac to thump home a superb swerving free-kick from almost 30 yards.
It was the first goal of Coleman's stint in charge but Wales' defensive frailties resurfaced to undermine their attempt at a recovery as Blake's awful defensive header allowed Tadic to play in Djuricic, who went round Matthews and fired high into Myhill's net.
Coleman withdrew Matthews, who had endured a torrid time up against Tadic and Tosic, and David Edwards for Sam Ricketts and David Vaughan at the break but it made little difference.
Tadic struck the fourth in the 55th minute, Ivanovic dispossessing Bale and beating Ricketts down the right before sliding the ball across to give Tadic a simple finish.
Wales were once again guilty of making problems for themselves when it came to the fifth goal.
Blake surrendered possession on the edge of his own area and home skipper Ivanovic capitalised to slide a right-footed effort into the bottom corner.
Substitute Sulejmani then rounded off the scoring as his deflected strike looped in over Myhill.
The goal made this Wales' worst result since the 7-1 loss to Holland under Bobby Gould in 1996, on the most miserable of nights for the visitors.