Yet another bitter pill for Big Phil to swallow

The loss was compounded by the actions of Didier Drogba, who will undoubtedly face a ban from the Football Association after foolishly throwing a coin back at the visiting supporters.

Scolari is clearly concerned over the effect another setback will have on his players. He said: "That's a problem. We lost against Liverpool, we lost against Roma [last week in Rome] and now we lost against Burnley.

"Every time we lose it's a problem for us. We need to try again with the confidence for the players. We are in a good position in the Premier League, we are in a good position in the Champions League, but now we are out of this cup.

"If I am angry, it is with me. If my players make mistakes it is because I don't give good lessons. Burnley deserved it, they took better penalties."

Once again the lack of individual flair in the squad was exposed as Chelsea failed to create many chances against Owen Coyle's side.

With Joe Cole not ready to return from a hamstring problem, Scolari once again relied on Florent Malouda and Salomon Kalou to provide the threat from the wings, yet the duo failed to impress.

Captain John Terry and England colleague Frank Lampard found themselves sitting together on the bench for the first time in nearly five years.

It took the arrival of Lampard as a substitute for the injured Belletti in the 25th minute to galvanise the side and within two minutes he had played Drogba in to score his first goal of the season.

That should have been the start of a perfect comeback for the striker, who had been out for over a month with a knee injury, but he ruined it all by clashing with Burnley supporters.

It is not the first time his actions have overshadowed the club's efforts on the field, what with his constant expression of a desire to leave last season and getting needlessly sent off in the Champions League Final. Drogba's talent is unquestionable, but it will be of no use to Scolari if he receives a suspension.

The Brazilian can point to some misfortune for his side, as Branislav Ivanovic hit the crossbar just before half-time but they allowed Burnley to take the initiative after the break.

It was no surprise when Chris Eagles's shot was parried by Carlo Cudicini in the 70th minute and substitute Ade Akinbiyi put the ball into the net.

Well, maybe there was some shock that the former Crystal Palace flop had hit the target, but he deserved it for the way he gave the Chelsea defence so many problems.

Akinbiyi got booked for taking his shirt off to celebrate his goal, but said: "It felt great to score in front of so many Burnley fans and I got a bit carried away, but that's part of football.

"Throughout my career people have said I have to prove people wrong, but I'm here to prove myself right. I have always enjoyed playing and will continue to do so throughout my career."

Chelsea still had the chances to avoid the upset, but substitute Franco di Santo failed to score with a header and shot from the edge of the area in normal time. He then limped off with a hamstring injury, thus reducing Chelsea down to 10 men because Scolari had already used his three substitutes.

A shoot-out was never going to favour Chelsea. They had been beaten in their last four, including in the Champions League Final, with their last triumph coming against Ipswich 10 years ago.

Wayne Bridge saw his tame effort saved by keeper Brian Jensen before Chelsea had a brief reprieve when Wade Elliott blazed Burnley's fifth spot kick over the bar. Jensen stopped Mikel's effort after Michael Duff had put the visitors ahead again in sudden death to spark wild celebrations in the away end.