In a rare occurrence, an English side got the better of a German one in a spot-kick showdown.
Here is how the shootout unfolded.
Philipp Lahm - not a surprising start as the Germans take the lead. Lahm's spot-kick needed to be powerful as Petr Cech got both hands to it but could not keep it out. GOAL, 1-0 Bayern.
Juan Mata - a bad start for Chelsea, the Spaniard's weak effort easily saved by Manuel Neuer to his left. MISSED, 1-0.
Mario Gomez - Gomez hits it low and hard into the bottom right corner. GOAL, 2-0 Bayern.
David Luiz - it was vital Chelsea scored and the unlikely Luiz stepped up and, with an outrageously long run, smashed the ball into the roof of the net. GOAL, 2-1 Bayern.
Manuel Neuer - even more surprising was Neuer stepping up to coolly slot the ball past his opposite number. GOAL, 3-1 Bayern.
Frank Lampard - pressure back on Chelsea and who better to step up than the captain and regular penalty taker. Hit high and hard into the centre. GOAL, 3-2 Bayern.
Ivica Olic - the Croat hit it to the bottom right of the goal, but Cech was equal to it, saving easily and levelling the score. MISSED, 3-2 Bayern.
Ashley Cole - never in doubt as the fullback, who had an outstanding match, slotted the ball past inside Neuer's left hand post. GOAL, 3-3.
Bastian Schweinsteiger - surely a German in Germany was not about to miss and give an English team a chance? Amazingly he did - a faint touch by Cech took the ball on to the post. MISSED, 3-3.
Didier Drogba - It had to be Didier. With a short run up, he slotted the ball home past Neuer's right and the celebrations began. GOAL, 3-4 Chelsea.