Chelsea started with an unusual lineup because main striker Didier Drogba, captain John Terry and midfielder Claude Makelele were all sidelined, while forwards Andriy Shevchenko and Salomon Kalou were also missing.
Terry's place in central defence went to new Israeli signing Tal Ben Haim, while the gap up front was unconvincingly filled by winger Joe Cole in a strike role.
Chelsea coach Jose Mourinho was stoical about the line-up and outcome, saying: "Losing is losing, but losing on penalties is different from losing on 90 minutes.
"It was the first time in life I've played without a striker. The formation depends on the players you have available...You have to adapt."