Going into the penultimate frame world number 67 Cao just needed a black to win his first professional title in his first final having seen an 8-4 lead cut to 8-7, but saw the match ball hang in the jaws.
"He was so unlucky when he pots the pink to get on the black," said Robertson, who celebrated winning a fourth title in Scotland.
If the white holds up a couple of inches, it is perfect to middle or corner. When he was on the black, I thought he thoroughly deserves this, he has played so well.
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"Everyone behind the shot have screamed out 'yes', but all of sudden it holds up and rattles in the jaw six or seven times. I've never experienced anything like that before in a match of that magnitude.
"I'm basically out, but somehow I get another chance. I'm playing better than I ever have, but you have to do that because look how good Cao played today.
"I felt for him at the end so I couldn't really celebrate at the end. He must have been devastated. He's done well not to well up there.
"I really, really feel for him. Hopefully, he can push on from here rather than let it hurt him."

Agony for Cao in epic Glasgow final

It enabled the 2010 world champion Robertson to force the decider that he dominated to claim the Stephen Hendry trophy and a cheque for £70,000.

'Well that's different' - Cao improvises with one-handed shot

It is his first ranking event victory since June 2016 at the Riga Masters after winning the Hong Kong Masters invitational event in July.
Cao opened up a 5-3 lead in the afternoon session at the Emirates Arena with some heavy scoring and continued to thrive upon the restart with runs of 72, 81 and 66 carrying him one frame short of the winning post as he led 8-4.
"I put too much pressure on myself," said Cao, who was crestfallen having blown his chance of the title.
I need to learn from Neil and the top 16 players that they have a strong heart. They don't lose control and everything in the match.
"I had a good chance in the 16th frame. The pink ball was easy, the black ball was easy..that's why I don't have a strong heart. I don't want to think too much because today is not a good day, I was 8-4 up. I hope this doesn't break my confidence."
Robertson did produce a sparkling knock of 132 in the 10th frame, but it was a brief detour form the narrative as the outsider Cao remained the dominant force, making few errors whenever his opponent faltered.
To his credit, Robertson – who has been speaking this week about partner Mille’s battle against depression and anxiety over the past three years – did not fade despite trailing 8-4 at the mid-session interval having been outplayed.

'I'm just thankful I could repay her tonight' - Robertson's emotional tribute to wife

The break was not kind to Cao as he suddenly began to toil with his technique and mind beginning to falter badly.
An 85 from Robertson cut the gap to 8-5 before the Melburnian managed to tough out the next two frames to close to 8-7 behind.
Cao should really have claimed victory in the penultimate frame, but he squandered three obvious chances to win frame and match with a missed pink a result of overstretching with the Scottish crowd urging him to use the rest.
And a missed black after potting pink so close to dropping only to stay in the jaws prompted more groans as Robertson applied the killer thrust.
Cao was first at the table in the 17th frame, but missing a red to a middle pocket proved a fatal error as Robertson kept his composure to clam the victory boosted by a knock of 59 with Cao clearly a spent force.
Robertson will miss the Masters next month after dropping to 20 in the world, but will feel he can contend strongly for a second world title in April based on this form.
It has already been announced that Robertson will join the Eurosport team for the Masters.


Cao Yupeng has opened up a 5-3 lead over Neil Robertson after the first session of the Scottish Open final in Glasgow.
China's world number 67 shocked world number three Trump in the semi-finals on Saturday at the Emirates Arena, and carried on where he left off against Australia's 2010 world champion Robertson with a series of impressive knocks.

Robertson pumps fist after claiming frame

Cao, appearing in his first major final, made runs of 82, 62, 72, 70, 66, 53 and 67 to move two frames clear in the best-of-19 frames final.
Robertson won the second frame with a highest break of 61 as he toiled to emulate the scoring of his 6-3 win over John Higgins in the final.
He trailed 3-1 and 5-2 against an opponent who enjoyed a 147 break on Tuesday at this event, but squeezed home in the final frame of a session that proved to be damage limitation.
The champion wins a cheque for £70,000 and the Stephen Hendry trophy. They play to a finish from 7pm on Sunday evening.

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Scottish Open final (best-of-17 frames)

Cao Yupeng 8-9 Neil Robertson
Desmond Kane at the Emirates Arena
Scottish Open
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Scottish Open
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