The club needed to beat Sassuolo on Sunday, and Palermo to beat Atalanta, but threw away a two-goal lead to lose 3-2 to seal their fate.
Cesena has been relegated from Serie A after just one season back in Italy's top division.
The Emilia-Romagna club headed into Sunday's home clash with Sassuolo needing a win to keep its top-flight hopes alive and Atalanta to lose to Palermo.
But Atalanta's 3-2 victory in Sicily made Cesena's result immaterial, while the fans still had to endure a miserable afternoon as the club threw away a two-goal lead to go down 3-2.