United goalkeeper Edwin van der Sar saved three penalties in the shootout.
Both goals came in the first half. Ryan Giggs gave United the lead in the 35th minute, but Chelsea's new France winger, Florent Malouda, scored a fine solo goal just before halftime.
Chelsea was without many of its stars. Injuries ruled captain John Terry, striker Didier Drogba, Andriy Shevchenko and Salomon Kalou and midfielder Claude Makelele, and Dutch winger Arjen Robben or Germany captain Michael Ballack, who Spanish media reported are the subject of a combined $50 million offer from Real Madrid, also didn't play against United.
"When you ask about John Terry, Drogba, Ballack, Kalou and Makelele and all of the boys who were not here, I don't want to go in that direction," Chelsea manager Jose Mourinho said. "Because I want to respect the players I have here today -- they played very very well for me."