Andrei Shevchenko's penalty shoot-out miss meant Luiz Felipe Scolari's unbeaten reign as Chelsea manager came to an abrupt end when it lost to Lokomotiv Moscow in Russia.
The striker had to score from the spot after Wayne Bridge fired his penalty at Lokomotiv goalkeeper Ivan Pelizzoli, but the Ukraine striker also saw his attempt saved to give the Russians a 5-4 shoot-out victory in its Railways Cup clash.
Michael Essien scored his first pre-season goal to give Chelsea the lead after 27 minutes but Ruslan Kambalov's second-half strike meant the match went to penalties.
Scolari employed Essien in an unusually advanced role as part of a three-pronged attack that also included Joe Cole and in-form striker Nicolas Anelka.
The Ghana international took advantage of the freedom he had down the right flank and looked a threat for Chelsea throughout the match.
He broke the deadlock when Deco stole in behind the Lokomotiv defence and crossed for Anelka who chested the ball down to Essien who hammered home with a sweet right-footed volley past Pelizzoli.
Deco had the chance to double Chelsea's lead soon after but his dipping volley from the edge of the box went just wide of the Lokomotiv right-hand post.
Kambalov's 30-yard free-kick which sneaked past Cech's outstretched right hand levelled the scores with seven minutes remaining to take the match to penalties.
And Pelizzoli's saves condemned Chelsea to its fifth successive penalty shoot-out defeat, and put Lokomotiv through to the final of the competition to play Sevilla, who earlier beat AC Milan thanks to an own goal from Gennaro Gattuso.
Zavon Hines scored his fourth goal in as many games as West Ham fought back to grab a 2-2 draw with Southampton in a competitive match at St Mary's stadium.
Johan Elmander gave Bolton fans a glimpse of what they have to look forward to this season as he bagged two goals on his debut to give Gary Megson's side a comprehensive 5-0 victory over Doncaster.
Craig Beattie scored twice as West Brom came from behind to beat Hereford 2-1 at Edgar Street.
A late goal from Hertha Berlin's Maximilian Nicu condemned Newcastle to their first defeat in the Mallorca Cup.
David Bentley made the perfect start to his Tottenham career by scoring in his new club's 2-0 victory over Celtic at the Feyenoord Jubilee Tournament in Rotterdam.
Newcastle 0
Hertha Berlin 1 (Nicu 80)
Lokomotiv Moscow 1 (Kambalov 84)
Chelsea 1 (Essien 27)
Lokomotiv Moscow win 5-4 on penalties
Celtic 0
Tottenham 2 (Bent 24, Bentley 80)
Doncaster Rovers 0
Bolton Wanderers 5 (Davies 6, Elmander 12, 72, Muamba 33, O'Brien 35)
Hereford United 1 (Ani 51)
West Bromwich Albion 2 (Beattie 64, 75)
Southampton 2 (McGoldrick 33, 37)
West Ham United 2 (Davenport 45, Hines 65)