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John Terry’s bravery has brought him concussion, broken bones and painful wounds, but nothing as painful as the emotional trauma he suffered last night when, having stepped up to take the penalty that would have won the Champions League final, the Chelsea captain slipped and shot wide, off a post. As the tears flowed stronger than the Russian downpour, he looked inconsolable. He was a man in grief.

Avram Grant, the Chelsea first-team coach, has a perspective on life because of the traumas his family suffered in the Holocaust, but even he was struggling to find the words to ease the pain of Terry, who was white with shock.

It is hard enough for any player to miss a penalty, but the pain can only have been heightened for Terry, brought through at Chelsea, their captain, their leader and a man who had been deeply hurt by three semi-final failures in the Champions League.

“You can see what it means to John,” Frank Lampard, his team-mate, said. “He’s Mr Chelsea. He’s Chelsea through and through. He wanted this more than anyone at the club. I just want to say not many centre halves would have stood up and taken the fifth penalty, a penalty of that importance. That’s testament to the man. He’s a man’s man. No one at Chelsea will criticise him at all.”

The sympathy will only heighten at the revelation that Terry was not meant to be among Chelsea’s first five takers and would not have been had Didier Drogba not been sent off for his gentle but idiotic slap of Nemanja Vidic, the Manchester United defender, in the second half of extra time.

“He was not supposed to be in the first five,” Henk ten Cate, the Chelsea assistant manager, said. “John stepped up when he wasn’t supposed to. It’s unbelievable it happens to him. He slipped. We practised penalties so much all last week and he was very confident. We were all very confident. Penalties is a lottery and we got the short straw.”

We associate the English with a woeful lack of nerve when it comes to penalty shoot-outs, but it appears that it is only in the national colours. Liverpool won the Champions League in Istanbul in 2005 from the spot and there was a high quality last night, including from those Englishmen such as Michael Carrick, Lampard, Owen Hargreaves and Ashley Cole.

Indeed, the only miss before Terry’s left ankle turned over, Beckham-style, and he slipped as he took the kick had been, remarkably, from Cristiano Ronaldo with United’s third effort. It was an awful penalty, his stuttering run confusing himself rather than Petr Cech. The Chelsea goalkeeper held his nerve and Ronaldo’s shot was saved by the Czech Republic player, diving to his right.

Edwin van der Sar knew that he had to pull off something special and he thought he had done so with Chelsea’s fourth, from Ashley Cole. “I had been close to one or two, especially that one,” he said. But it was not skill that thwarted Terry. “It is our luck that he slipped,” Van der Sar said. Sir Alex Ferguson, the United manager, felt a rush of good vibes at that moment. “The slip from Terry gave us an opening and I felt from there we were going to win it,” he said.

Anderson scored United’s first in sudden death, Salomon Kalou struck back for Chelsea. Then Ryan Giggs, on the night he broke Sir Bobby Charlton’s record of appearances, stroked his home to leave Nicolas Anelka needing to score to keep his team in it.

“I knew where it was going, I felt it,” Van der Sar said, diving to his right to push the ball away and spark delirious celebrations. “That was not an accident,” Ferguson said. “It was never easy replacing Peter Schmeichel, but Edwin is a great goalkeeper with all his experience.”

While Anelka looked disappointed, Terry looked distraught. “There were a lot of tears in the dressing-room,” Ricardo Carvalho, Terry’s fellow centre half, said. “We couldn’t stop Terry crying.” It will take him a long time to recover — and if he does not make it back to a Champions League final, in one sense he never will.