"The Beast" made stunning stops to deny Wayne Bridge and Jon Obi Mikel from the spot, as Burnley produced the shock of the season.

The big Dane stretched his remarkable record in shoot-outs – winning four alone with the Clarets – and he admitted: "It still hasn't sunk in yet.

"I'm speechless. It's unbelievable. I came out of the dressing room and had five missed calls and 12 messages on my phone.

"It's a big scalp and probably the biggest achievement in my career.

"They'd lost one game in 86 at home, and then we come here and turn them over, it just proves to you that anything can happen in football!"
Jensen has been a formidable barrier for opponents in cup shootouts, helping the Clarets knock out Chesterfield, Wolves, Grimsby and now Chelsea in the League Cup, and he revealed: "I haven't lost a penalty shoot-out yet, so that's always been a positive thing.

"We said beforehand that if you just concentrate on putting the ball in the net and not change your mind, everyone said I would do the rest, and it turned out to be that way.

"No pressure then! But, honestly, I didn't really think about it.
"We were always going to take penalties down at that end (the Matthew Harding Stand in front of the home fans).

"I started to think about it five minutes before the end. It's big pressure but we had nothing to lose, even before the game started, and we've ended up with an unbelievable result.

"The skipper was just magnificent. Unfortunately he got a red card and he'll be suspended for QPR, so he'll be missed there, but the whole back four, and everyone else, was magnificent."

Jensen was beaten by a delightful finish from Didier Drogba just before the half-hour, but as the game progressed, the former West Brom keeper got the feeling a shock could be on the cards.

He added: "They had a couple of good chances and crosses, but at the end of the day it didn't work out for them.

"When you're playing Chelsea away and you're only five minutes into the game you always know you're going to be a bit troubled because they're probably the best side in the world.

"Look at the substitutions they made. They took Belletti off and then Frank Lampard comes on. What a substitution that is!

"He came on and ran the show in midfield. You could just see how good a player he is, but it was unbelievable to play against him.

"We had a little bit of luck, but that's what you need in football once in a while.

"But the longer we went into the game and the further we got, we started to feel we might have a chance, and it turned out to be absolutely true.

"I was getting some stick from their fans behind the goal and as soon as we scored I turned around and looked at them, and they weren't happy.

"Fair play to Ade – he's been working really, really hard to get back into the side and got his chance, scored a magnificent goal, held the ball up really well and worked hard."