Manchester United and AC Milan needed 26 penalties to separate them as United ran out 9-8 winners after a 1-1 draw.
Alexis Sanchez opened the scoring in the 12th minute before Suso equalised for Milan just three minutes later.
The match went straight to penalties after 90 minutes where Ander Herrera fired United into the lead in sudden death with his second spot-kick.
Milan's Ivorian 21-year-old Franck Kessie was unable to respond and missed the decisive kick.
Portuguese goalkeeper Joel Pereira, who was deputising for David de Gea and Sergio Romero, saved from Fabio Borini and Suso then scored United's fifth penalty.