Chelsea once more had a penalty shootout defeat in Moscow, in the Railways Cup tournament on Friday night, following their Champions League final loss to Manchester United in May.
The stakes were much lower this time however as Luiz Felipe Scolari's men fell to Lokomotiv Moscow 5-4 on penalties after the match ended 1-1 in this semi-final of a friendly, pre-season event.
It was Andrei Shevchenko who missed the fatefull kick, sending Lokomotiv into Sunday's final where they will meet Sevilla, 1-0 victors over AC Milan in the other last-four match.
Chelsea dominated play from the start and went into the lead through Michael Essien, who fired home on 27 minutes after Nicolas Anelka fed him on the edge of the box from Deco's precise cross from the right.
After the break Chelsea still dominated play but the hosts nevertheless managed to equalise through defender Ruslan Kambolov, who beat Chelsea keeper Petr Cech with a well-struck freekick with six minutes to go.
In a penalty shootout that followed Cech parred the series-opening spotkick by Lokomotiv skipper Diniyar Bilyaletdinov but Lokomotiv goalkeeper Ivan Pelizzoli denied Wayne Bridge's attempt later to level the scores.
Pelizzoli deflected Shevchenko's shot to put his side into the final.
In the other semi-final, AC Milan stopper Gennaro Gattuso netted the only goal of the match sending the ball into his own net in an attempt to clear Enzo Maresca's right-handed cross from a freekick two minutes after the interval.
Chelsea play AC Milan for third-place in the tournament, also on Sunday.
