THEY may have beaten such power-hitters as Kerry, Tyrone, Cork and Dublin in big games in Croke Park over the past eight years but, when it comes to finals, Mayo suffer from severe jitters once they drive onto Jones' Road.
And while they are anxious to play it down, the stats from their visits to Croker for finals make grim reading.
They return to HQ on Sunday in yet another attempt to clinch a national title against the dismal backdrop of having won only one final from 12 outings over the past 41 years.
Their sole triumph -- a one-point win over Galway -- came in the 2001 league final. It means they haven't beaten a non-Connacht side in a major final in Croke Park since 1970, when they out-outscored Down 4-7 to 0-10 in the league final. They drew with Meath in the 1996 All-Ireland final, the only other time they avoided defeat.
Otherwise, it has been losses all the way, with Kerry (5), Cork (2), Meath and Donegal all beating Mayo in finals.
It's the worst record of counties who reach finals on a fairly regular basis, and raises legitimate questions as to whether the litany of failures has developed into a psychological block.
Even their performance against Kerry 11 days ago has not impressed the markets, who are quoting Mayo at 15/8 to beat Cork (4/7) on Sunday.
That's despite having beaten Cork quite emphatically in last year's All-Ireland quarter-final and running them to a single point in a league clash in Castlebar last month.
Mayo led that game by five points at the three-quarter stage but were reeled in on the home run. The defeat was their third in a row but, since then, Mayo have improved, drawing and beating Kerry (in extra-time) and easily defeating Dublin.
Now, the big question is whether they can lay a hoodoo which appears to have attached itself to Mayo in finals. Mayo have a reasonable record at HQ in other games but lose power at an alarming rate when it comes to finals.
The contrast is perfectly illustrated by their last two clashes with Cork in Croke Park. They came from seven points down after 15 minutes to beat Cork by four points in last year's All-Ireland quarter-final. They restricted the then All-Ireland champions to a single point in the second half while scoring nine points.
However, when they played Cork in the 2010 league final they were outclassed all the way and lost by eight points. It was a demoralising loss and left Mayo with a hangover which extended into the championship, where they lost to Sligo and Longford.
In 2006, Mayo produced one of their best championship performances for years when pegging back Dublin's seven-point lead to win by one in the All-Ireland semi-final. It looked as if they had finally arrived as a Croke Park force but they were demolished by Kerry in the final. There was no comparison between the performance in the semi-final and final, and since it came two years after they lost to Kerry in the All-Ireland final there could be no suggestion they lacked big-time experience in Croke Park.
Nor can it be an excuse if Mayo lose on Sunday as this will be their fourth game in Croker in 13 months. Manager James Horan dismissed suggestions that beating Kerry in the semi-final had any special significance, even if it was Mayo's first success over the Kingdom in Croker for 15 years.
When asked if he regarded it as a monkey on Mayo backs he replied: "Monkeys don't interest me that much -- it's all about performance."
Nonetheless, suspicions Mayo are incapable of winning finals in Croke Park will continue until they win one.
In the circumstances, a success over Cork on Sunday would be a big psychological boost for Mayo before they head into a two-month wait for their championship opener against Leitrim or London in Castlebar on June 24. It would also end the Croke Park final hoodoo which, however they try to ignore it, has to be an irritating niggle at the back of their minds.