Edwin van der Sar and Wayne Rooney were pleased to start the season with a win following Manchester United's success in the Community Shield.
The Premier League champions were held to a 1-1 draw by a weakened Chelsea side in the traditional curtain-raiser at Wembley.
But van der Sar saved Chelsea's first three spot-kicks in the penalty shoot-out, allowing Rooney to fire home the winner.
Reflecting on his achievement, the Dutch goalkeeper told Sky Sports: "I've never saved three in a row and it's a great feeling.
"I think we deserved it. We played better football and created more chances.
"It's a little revenge for the cup final and a great start to the season for us."
Rooney eyes fast start
Rooney played down the significance of the outcome for the coming league season.
"I'm not too sure. It depends how the results go in the first few weeks of the season," he said.
"We've got a big week coming up and hopefully we'll start the season well.
"It's fantastic to win a bit of silverware at the start of the season. The game went a bit dead in the second half but we're glad of the win."