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.

Substitute Nicolas Anelka saw his penalty, our 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 sides 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.

A huge amount of pride must be taken from what has been an excellent run to Moscow, with the biggest prize eluding us by the narrowest of margins.

All 14 players on the night played their part. The day before the game, fears emerged over the fitness of Ashley Cole after the left-back went down clutching his right ankle, but after a spell of intensive treatment, he was judged fit enough to play.

The only other question mark in the Chelsea line-up was whether Florent Malouda or Salomon Kalou would get the nod to start on the left-wing. The honour went to the Frenchman.

For United, Sir Alex Ferguson opted for the pairing of Rooney and Tevez in attack, with Owen Hargreaves playing in an unusual but not unfamiliar wide midfield berth, with Ronaldo on the opposite left flank. Nemanja Vidic, who missed training on the pitch on Tuesday was alongside captain Rio Ferdinand at the heart of defence.

With pre-match ceremonies concluded, the teams emerged past the famous trophy, and this was it. After all the hype, bluff and bluster, it was time for history to be made in the first all-English European Cup Final.

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 Cech had to be alert to gather at his near post.

With 20 minutes passed neither side had registered anything near 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-footed cross found the Portuguese towering above Michael Essien at the far post.

His task was simple and he nodded firmly past Cech for a 25th minute lead that hadn't looked on the cards.

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.

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, Tevez could and perhaps should have put United two clear, but his diminutive frame left him inches short of a proper connection.

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, rather than the favourite Drogba, but the German curled wastefully over.

The next chance wouldn't be wasted.

Essien strode forward but shot tamely, the ball deflecting into the path of none other than Frank Lampard, and from eight yards the midfielder slotted home. Chelsea were level just before half-time, and suddenly the whole complexion of the game had changed.

On a personal note, it was Lampard's 20th of the 2007/8 season - a milestone now reached in three consecutive campaigns - despite long periods of injury and absence.

There was just time for Ricardo Carvalho to be booked for a high challenge on Ronaldo and that was the first half complete.

Just as tensions and blood pressures began to decrease, the teams re-emerged for a second 45 minutes that would guarantee knotted stomachs and chewed fingernails throughout Moscow, London and Manchester.

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 the Blues as cries of 'Chelsea' resonated from the south end of the stadium, decorated with flags laid out by club staff.

Another corner resulted from a Lampard shot, and this time it was Terry who lifted his header over.

Ferdinand and Makelele required separate spells of lengthy treatment, suggesting sizeable stoppages would be added on 90 minutes.

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 as had become customary, shooting high.

By now the game was well into its final 10 minutes of regular time, and a 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.

For United Ryan Giggs replaced Scholes, making him their record appearance maker of all time, surpassing Sir Bobby Charlton's 758 club appearances.

Surprisingly just two minutes of added time were played, in which time Ronaldo sent an inviting cross through a crowd of players inside the Chelsea box, but nobody could connect, and extra-time would be played.

After a short period of respite it was back to it, Chelsea getting things started as we returned to the end occupied in the first half.

Kalou was finally given his chance, introduced at the expense of Malouda after a minute, and immediately had an impact, playing in Ashley Cole who pulled back for Ballack.

The German squared for Lampard, who twisted, turned and shot agonisingly at the crossbar, with Van der Sar looking on helplessly It was another let off for United, and Chelsea fans could be forgiven for thinking it might not be our day.

This feeling would have been heightened on 100 minutes as Giggs had an empty net to aim for, but Chelsea's heroic captain Terry was on hand to throw himself between ball and net and somehow head the ball over to safety.

The chance had come about after Evra had advanced beyond sub Nicolas Anelka, on for Joe Cole, into a dangerous position to cut back. The tide was again turning, and Tevez tested Cech's handling with a powerful shot, fortunately straight at the goalkeeper.

With little more action the sides turned around, with players on either side growing visibly tired.

Anelka, one of the few who were fresh, gained possession and ran at Vidic, who clumsily brought him down 30 yards out.

With Ballack not having taken his dead ball chance earlier, this time it would be Drogba, but the outcome was identical.

By this stage cramp was becoming a regular occurrence, with even Lampard succumbing. As time began to pass, tension rose and tempers flared. All three officials were quickly on the scene as Ballack and Tevez were booked.

Then came the shock, as Drogba was shown a red card by referee Lubos Michel. Replays showed he had aimed a slap at Vidic.

That meant a reshuffle for Grant, as Anelka was moved into a lone striking role with Kalou playing off him.

Time was all but up when Tevez slid Giggs through, but as hearts entered mouths, the Welshman was flagged offside and Chelsea could breathe.

Two minutes of additional time were indicated. Ashley Cole and Nani collided mid-air, both collapsing to the ground, prolonging the discomfort before the horror of penalties became a reality.

There was just time for both managers to introduce penalty takers, Belletti on for Makelele, Anderson for Brown.

No more time was allotted and both sides grouped near the touchline to determine who would step up, in front of an estimated worldwide audience of 200 million people. The kicks would take place at the Manchester United end of the stadium.

First to go was Tevez. A lengthy run up and coolly slotted, sending Cech the wrong way.

For Chelsea Michael Ballack, who weeks earlier had scored a penalty past Van der Sar. This time he sent it the other way to the Dutchman's left, and converted.

Michael Carrick scored, and Belletti, with his first touch of the game remained calm and followed Tevez's route to goal.

Ronaldo was next. He stepped up, he hesitated, he shot.

Cech was an orange blur as he dived to his right, palming the ball away. Advantage Chelsea.

Lampard made it 3-2 Chelsea with a side-footed finish.

Hargreaves converted to level, sending a sublime shot into the roof of the net, simply unstoppable.

Ashley Cole, impressive for two hours, must have gasped as Van der Sar got a hand to his shot, but breathed a huge sigh of relief as the ball crept in.

Nani had to score to keep United in it, and did so, finding the corner, just beyond Cech's reach.

John Terry could win it for Chelsea, but at the crucial moment slipped, and saw his shot skim the outside of the post and wide.

Sudden death, 4-4, and Anderson put United back in front, firing straight and hard.

Kalou had the unenviable task of restoring parity, but with huge pressure on his 22-year-old shoulders, he kept calm and scored.

Giggs mishit his shot, but having sent Cech the wrong way was able to make it 6-5.

Anelka took his turn, stepped up and shot to the keeper's left. Van der Sar guessed correctly and was able to claw it away, denying Chelsea the dream of a first Champions League success in the cruellest possible manner.

The contrast in the two sides could not have been more evident, United ecstatic, bouncing, Chelsea flat.

It brought to an end what has been an epic, exciting Champions League run, and next year the aim will be to go one step better in Rome's Olympic Stadium.

By Andy Jones

Man United (4-4-2): Van der Sar; Brown (Anderson 120), Ferdinand (c), Vidic, Evra; Hargreaves, Carrick, Scholes (Giggs 87), Ronaldo; Rooney (Nani 100), Tevez.

Goals Ronaldo 25
Booked Scholes 21, Ferdinand 42, Vidic 110, Tevez 115
Penalties Tevez scored, Carrick scored, Ronaldo missed, Hargreaves scored, Nani scored, Anderson scored, Giggs scored.

Chelsea (4-3-3): Cech, Essien, Carvalho, Terry (c), A Cole; Ballack, Makelele (Belletti 120), Lampard; J Cole (Anelka 98), Drogba, Malouda (Kalou 91).

Goals Lampard 44
Booked Makelele 21, Carvalho 45, Ballack 115
Sent Off Drogba 115
Penalties Ballack scored, Belletti scored, Lampard scored, A Cole scored, Terry missed, Kalou scored, Anelka missed.