PARIS - Heartbreak befell Udinese in the Champions League play-off round for the second year running after they lost on penalties to Sporting Braga in the second leg of their qualifying tie on Tuesday.

Summer signing Maicosuel was the villain of the piece, his chipped penalty comfortably saved by Braga goalkeeper Beto as the Portuguese side won the shoot-out 5-4 to reach the group phase for the second time. The game had finished 1-1 after extra time at Udinese's Stadio Friuli, leaving the score 2-2 on aggregate. It meant that Udinese were eliminated from Europe's premier club competition in the play-off round for the second season in succession, after they were beaten by Arsenal at the same stage of the tournament 12 months ago.

Udinese finished third in Serie A last season but have lost several key players in the summer -- including goalkeeper Samir Handanovic -- and they had an early scare in the ninth minute, when Zeljko Brkic had to save from Braga forward Lima.

Left wing-back Pablo Armero settled the hosts' nerves in the 25th minute, crashing home a back-post header from Dusan Basta's lofted cross to put Francesco Guidolin's side ahead. Brkic was called into action on a number of occasions in the second half before the visitors' pressure told in the 72nd minute when Ruben Micael nodded in the equaliser from Mossoro's cross.

It was Micael who dispatched the winning goal in the shoot-out, drilling the ball down the middle of the goal after Brazilian midfielder Maicosuel's attempted Panenka failed to catch out Beto, to the despair of his team-mates. Meanwhile, Malaga reached the Champions League proper for the first time in their history after drawing 0-0 at Panathinaikos to close out a 2-0 aggregate success.

The Spanish side, who have been plagued by financial problems this summer, will discover their group-stage opponents in Thursday's draw in Monaco. Elsewhere, an 81st-minute goal from Dieumerci Mbokani set Anderlecht on their way to a 2-0 home win over Cypriots AEK Limassol that enabled the Belgians to overturn a 2-1 deficit from last week's first leg.

In the night's other second-leg matches, Dinamo Zagreb and Belarusian representatives BATE Barisov also secured their places in the group phase. The play-off round concludes on Wednesday, when 1967 European champions Celtic will take a 2-0 lead over Swedish outfit Helsingborgs into the second leg of their tie at Celtic Park.

Borussia Moenchengladbach must overturn a 3-1 deficit at Dynamo Kiev if they are to reach the group phase for the first time in the Champions League era, while Lille trail 1-0 ahead of their home game with FC Copenhagen.