Making history with a first Champions League Final appearance, Chelsea lost out on penalties to Manchester United after a penalty shootout concluded an enthralling 120 minutes of football at the Luzhniki Stadium, Moscow.

Substitute Nicolas Anelka saw his penalty, Chelsea’s seventh, crucially saved by Edwin Van der Sar in sudden death after a thrilling two hours of football had seen United take the lead through Cristiano Ronaldo before Frank Lampard levelled on the stroke of half-time.

Both Chelsea and United had opportunities to win the game in the second half, and extra-time, but ultimately they could not be separated, and so it was that Chelsea would lose out in Europe's premier club competition for the second season running on spot kicks.

The coin toss was won by John Terry, and United kicked off in a 4-4-2 shape, attacking the Chelsea fans' end.

The opening few minutes saw both sides concede fouls and Malouda test United's nerves with a dangerous looking cross aimed for Didier Drogba. At the other end Hargreaves mishit his cross and Petr Cech had to be alert to gather at his near post.

After 20 minutes neither side had registered a shot at goal, and appeared understandably edgy. Paul Scholes and Claude Makelele were booked after an aerial challenge that left the Englishman needing facial treatment, but still both defences had the upper hand.

Then with the first effort of the game, Ronaldo gave United the lead. Scholes, back on the field, combined with Wes Brown whose left-foot cross found the Portuguese winger who headed in from 8 yards.

Chelsea came back with increased conviction, and Lampard crossed deep for Drogba, who nodded back into the goal area. Under pressure from Ballack, Ferdinand was forced to head towards his own goal, and Van der Sar did well to tip over.

United broke from the resulting corner and it was Cech's turn to impress, first preventing Tevez from a close range header, and moments later diverting Michael Carrick's rebound over the bar with brilliant reactions and athleticism.

It had taken 35 minutes but the game was now living up to expectations, and both sets of supporters were in fine voice inside the Luzhniki.

Chelsea asked questions of United resolve, but they stood firm and when Rooney broke clear and crossed low inside the Chelsea box to Tevez, who could not fashion a proper connection on the ball to extend United’s lead.

Ferdinand went into the book after he brought down Lampard on the edge of the United area, and from the resulting free-kick it was Ballack who stepped up, unfortunate to curl his effort over.

Chelsea would have success from their next effort. Essien strode forward from his right-back position and short from distance, the ball deflecting twice to fall favourably into the path of Frank Lampard breaking from midfield and from eight yards he slotted home his 20th of the season. Chelsea were level just before half-time, and suddenly the whole complexion of the game had changed.

Before the end of the first half there was just time for Ricardo Carvalho to be booked for a high challenge on Ronaldo.
 
Following to restart both sides pressed, Evra crossed poorly when well placed deep in Chelsea territory, while Essien burst forward, outmuscling Ronaldo but curling over from the edge of the box.

Ashley Cole took his turn to advance on the other wing, Vidic headed his cross behind and from the corner Drogba sent a header skyward. Within moments Ballack got into a fine position to shoot, but his effort was wide.

Stats showed United had the majority of the ball and territory in the first half, but on the hour mark the ascendancy was with Chelsea. Another corner resulted from a Lampard shot, and this time it was Terry who lifted his header over.

On 77 minutes Drogba turned 25 yards out and sent a curling shot towards Van der Sar's left-hand corner. The Dutchman's dive was futile, but the ball struck the outside of the post and bounced clear. Within seconds the Ivorian had another sight of goal but off balance and stretching, could only shoot over.

At the other end United had a rare glimpse of goal, Tevez evading Carvalho but under pressure could not control his shot. By now the game was entering the final 10 minutes of regular time, and the lively atmosphere gave way to a quiet nervousness.

A clever Malouda free-kick picked out Drogba but again he misfired, slicing wide from an impossibly tight angle. Another half chance presented itself and this time Drogba went close, but hit the hoardings to the right of the goal.

Entering extra-time Chelsea continued to look more enterprising and early in extra time they rattled the woodwork again as Ashley Cole and Ballack set up Lampard for an improvised shot that came back off the bar with Van der Sar beaten.

John Terry then blocked a goalbound effort by United substitute Ryan Giggs on the line after Patrice Evra's low centre had taken Čech out of the game. The ebb and flow of attacks continued, but was interrupted when Didier Drogba was dismissed for raising a hand to United defender Vidic.

From that point on and with the pressure rising both teams, despite their best efforts seemed resigned to penalties. Tevez and Carrick were on target for United as the shoot-out started, with Ballack and Juliano Belletti following suit for Chelsea. Ronaldo was unable to convert his effort, stopping in his run-up before seeing his kick saved by Cech.

Lampard was successful from the spot and Owen Hargreaves scored under pressure before Ashley Cole's penalty took Chelsea to the brink of victory. Nani scored to prolong the tension, but John Terry with the opportunity to win the trophy slipped at the point of contact and saw his penalty rebound off the post and out - forcing the shoot out into sudden death.

Substitutes Anderson and Kalou traded successful kicks before Giggs scored meaning next Chelsea man-up Anelka had to score. Unfortunately Van der Sar guessed the right way and was able to block the penalty and secure the win for Manchester United.

Man Utd: Van der Sar, Brown (Anderson 120), Ferdinand, Vidic, Evra, Hargreaves, Scholes (Giggs 87), Carrick, Ronaldo, Tevez, Rooney (Nani 101).
Subs Not Used: Kuszczak, O'Shea, Fletcher, Silvestre.

Booked: Scholes, Ferdinand, Vidic, Tevez.
Goals: Ronaldo 26.

Chelsea: Cech, Essien, Carvalho, Terry, Ashley Cole, Ballack, Makelele (Belletti 120), Lampard, Joe Cole (Anelka 99), Drogba, Malouda (Kalou 92).
Subs Not Used: Cudicini, Shevchenko, Obi, Alex.

Sent Off: Drogba (116).
Booked: Makelele, Carvalho, Ballack, Essien.
Goals: Lampard 45.

Man Utd win 6-5 on penalties