Steve Bruce’s side should have been home and dry in normal as they had the Clarets defence on the ropes.
However, Sean Dyche’s side held out for spot-kicks, where they emerged victorious after goalkeeper Wayne Hennessey saved Allan Saint-Maximin and Miguel Almiron’s efforts.
Here’s how we rated each United player as the club’s long wait for a major trophy continues:
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1. Freddie Woodman - 7
Claimed every cross that came his way against a route one Burnley side. Unlucky to be on the losing side after saving Josh Brownhill’s effort in the shootout. Photo: Ian MacNicol
2. Javier Manquillo - 7
Was comfortable defensively and offensively. Provided great energy and width. Almost scored in the second-half, stinging the palms of Hennessey. Photo: Ian MacNicol
3. Emil Krafth - 6
Wasn’t tested defensively but was bright in attack. Overlapped Manquillo on several occasions and provided the cross in which Hendrick should have scored from. Photo: Ian MacNicol
4. Jamaal Lascelles - 7
Another important 90 minutes in the tank for the captain. Handled a physical frontline of Chris Wood and Ashley Barnes well. Photo: Ian MacNicol