Chelsea has finally won the UEFA Champions League after beating Bayern Munich in a tense penalty shoot-out at the Allianz Arena, Germany.Didier Drogba who committed a penalty which Arjen Robben failed to convert was the hero after converting the winning penalty.Bayer Munich took the lead through Thomas Muller in the 83rd minute but the goal was cancelled by Drogba in Chelsea's second corner kick.The Bavarians seemed to have lost their touch after a tactical decision which saw them trying to defend their lead when the goal scorer who substituted for central defender Daniel van Buyten.Normal time had been dominated by the hosts, but extra-time was fairly even – however the best chances fell to Bayern, none more so than when Drogba needlessly tripped Ribery in an almost identical incident to that which the Ivorian concede a penalty in the previous round.There was also time for another glaring miss, Olic this time putting wide after Jose Bosingwa went walkabout – not for the first time in an uneasy performance by the right-back, filling in for the banned Branislav Ivanovic.It all came down to spot-kicks and things started inauspiciously for Chelsea as Mata – who rarely completes 90 minutes let alone 120-plus – weakly trickled the ball at Neuer.The excellent Philipp Lahm had already netted, as did team-mate Gomez, while Neuer himself stepped up to fire past Cech.That display of confidence could have knocked the stuffing out of Chelsea but after David Luiz and Frank Lampard had dispatched their penalties with aplomb, Olic was denied by a wonderful one-handed stop by Cech.Cole had no trouble with his effort, leaving Schweinsteiger and Drogba to take what were sudden-death kicks. The German beat Cech, but not the post, while Drogba fired home to send the visitors into delirium.It was quite possibly Drogba’s last act in a Chelsea shirt: his contract is up in the summer and the 33-year-old is expected to take up semi-retirement in a money-spinning foreign league.Drogba was unable to take a penalty when Chelsea lost the 2008 final, and his joy will be heightened by the feeling that the West London side won the trophy against the odds, giving owner Roman Abramovich a dilemma on whether to give interim coach Roberto Di Matteo the job full-time.For Bayern it is a third second-best finish of the season, losing out in the Bundesliga and German Cup to Borussia Dortmund; it is also the third time they have lost a Champions League final, the last occasion against Manchester United in 1999 when the German side had also led with seconds of normal time remaining.That was also the only other occasion when an English side won both the FA Cup and the European title, a further boost for English football, whose last Champions League win was in Moscow four years ago.