The Estádio D. Afonso Henriques hosted two games at UEFA Euro 2004. The opening fixture of Group C was between Denmark and Italy, in which the match ended 0–0. The last fixture of Group C was also played at the stadium, this time between Bulgaria and Italy, in which it ended 2–1 to Italy with goals from Martin Petrov for Bulgaria and goals from Simone Perrotta and Antonio Cassano for Italy. Although Cassano's late 94th minute strike won the game for Italy 2–1, in the other game between Denmark and Sweden, it ended 2–2 with a late 89th minute strike from Mattias Jonson. Jonson's goal resulted in Italy's exit out of the tournament on goals scored in third place, behind Sweden in second place and Denmark in first place.
The stadium witnessed the death of Sport Lisboa e Benfica player Miklós Fehér. This occurred during a league match in between Vitória de Guimarães and Benfica on 25 January 2004. Late in the second half, Fehér received a yellow card shortly after coming on as a substitute. He then collapsed and went into a cardiac arrest. Fehér later died in hospital. Every time Benfica play in Guimarães, there is a remembrance ceremony at the location where Fehér died.