Alexis Sanchez’s 12th-minute strike was cancelled out three minutes later by Suso and, after the game finished 1-1, the teams needed 26 penalties to separate them as the Red Devils prevailed 9-8.
Sanchez slotted a shot past Gianluigi Donnarumma to open the scoring but Suso’s clinical finish drew the Serie A side level.
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Donnarumma and his replacement Pepe Reina both made excellent saves, while Fabio Borini hit the post at the other end as the match went to penalties with no further score.
Joel Pereira saved from Borini and Suso and then scored United’s fifth penalty, Reina responding in kind to take it to sudden death.
It continued all the way back around to the first takers and Andreas Pereira and Ander Herrera each scored for a second time.
Milan’s Franck Kessie, attempting to match Pereira’s ‘Panenka’ finish, sent his second spot-kick over the bar to decide the game.
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