It came down to penalties, just as it had in the Champions League final a couple of seasons ago, only this time there was no happy sense of déjà vu for Chelsea and the players in blue were on their knees rather than dancing round the pitch and pretending to drink from the trophy.

They have made an art form of winning these occasions, sometimes against all the odds, and they can take great dignity from defeat considering the backs-to-the-wall operation they put up against formidable opponents. Javi Martínez's equaliser to take the game to penalties arrived, cruelly, in the final seconds of stoppage time at the end of the additional 30 minutes. The difference this time, unlike in Munich, was that Bayern's penalty-taking was flawless.

David Alaba, Toni Kroos, Philipp Lahm, Franck Ribéry and Xherdan Shaqiri all beat Petr Cech on a bittersweet night for the Chelsea goalkeeper in which he was at fault for Bayern's first equaliser but then produced a series of stunning saves during the late, unremitting onslaught.

David Luiz, Oscar and Frank Lampard all finished their penalties with great confidence. Ashley Cole's somehow crept in after striking the inside of the post and flashing across the goalline, and then it was Romelu Lukaku's turn. His effort was not struck with great conviction and Manuel Neuer dived to his left to win the first trophy of Pep Guardiola's reign at Bayern. José Mourinho will have to wait a little longer for the first of his second spell at Chelsea.

Mourinho will not enjoy losing out to his old adversary and there was something agonising about the way Javi Martínez denied Chelsea just at the point of the match when it was looking like another success story for the durability that has become the team's trademark in Europe.

The Europa League winners had lost Ramires to a red card four minutes before the game went into extra-time and, at that stage, a lesser team would have crumpled. Chelsea simply shook their heads clear and braced themselves for a siege. Eden Hazard put them into a 2-1 lead, in a rare breakaway three minutes into the first period, and the drama was unrelenting as Bayern pinned them back in search of an equaliser.

Once again we saw this great Bayern team trying desperately to navigate a way past a goalkeeper and defence operating with a thou-shall-not-pass mentality. On the sidelines Mourinho could be seen furiously gesturing towards the Chelsea supporters to turn up the volume.

In the opposite dugout it was rare to see Guardiola so animated, kicking the advertising boards, screaming to the skies. This might not be the competition they crave the most but both teams gave everything. It was an epic night and, by the end, it was difficult not to feel for Chelsea even if, on the balance of play, Bayern deserved their glory.

The huge banner showing off the five trophies Bayern accumulated last season needs to be updated now. "Oana Basst No Nei," read the accompanying message from Bavaria. Translation: "Room for one more."

Yet amid all the late drama it was also true that Chelsea could have won the match in more orthodox fashion. They had taken the lead through Fernando Torres's crisp right-foot finish, confidently putting away Andre Schürrle's eighth-minute cross. Brilliant as Cech was, he will be aggrieved by the soft way he let Ribéry's shot beat him three minutes into the second half.

Ramires saw red for a foul on Mario Götze, having already been booked for a challenge on Ribéry, but Chelsea could still have spared themselves extra-time. Branislav Ivanovic turned a late header against the crossbar and David Luiz had an even better opportunity shortly afterwards.

If Bayern did have a weakness, it was in defence, as demonstrated by the way they opened up for Hazard to come in from the left, step inside Lahm and Jérôme Boateng and lash a shot past an obliging Neuer. Chelsea had to defend with great togetherness and try to catch refined opponents on the counter-attack. Most of all it was a night for their defenders to excel. Cole, once again, rose to the big occasion. David Luiz showed why Chelsea have repelled Barcelona's advances. Gary Cahill epitomised their efforts with two saving tackles to block near-certain goals for Thomas Müller in the first half, then Shaqiri towards the end of extra-time. Cech's night was undermined by his slow reflexes for Ribéry's goal. That apart, however, this was a marvellous performance from the goalkeeper.

Mourinho will also reflect on the chance Oscar spurned, clean through after Dante's mistake, with the score at 1-1. For long spells, though, Bayern demonstrated why they are such feared opponents. Ribéry, in particular, was irrepressible. They also had three substitutes in Javi Martínez, Shaqiri and Götze who were able to influence the game. Javi Martínez is not a bad player to bring off the bench. Twice denied by Cech, he finally got the better of him from Dante's lay-off in a crowded penalty area.

After that it was a display of exceptional accuracy from 12 yards until we reached the point when Shaqiri had made it 5-4. John Terry had come on in extra-time to add another defender to an already desperate rearguard action. But he declined the opportunity to take one of the spot-kicks. Instead it was left to Lukaku and the striker finished the night with his head in his hands.