Ancelotti claims first silverware with Chelsea
It was United who struck first with Portuguese winger Nani firing the Red Devils in front just before half time.
But after the break Ricardo Carvalho headed the Blues level.
Few minutes later United keeper Ben Foster made a meal of Frank Lampard's shot as Chelsea moved into the lead 2-1.
On the second minute of stoppage time Wayne Rooney struck to take the game into a penalty shoot-out. But there it was the London side who held his nerve as Chelsea took victory 4-1 on spot kicks to secure the first silverware of the season.