Hosts CSKA Moscow fought back from two goals down before losing to the odd goal in five against Inter Milan in Luzhniki Stadium.
However, a curling free-kick from Alan Dzagoev in stoppage time at the end of the first half gave the home side renewed hope.
CSKA dominated large parts of the second half and were rewarded in the 77th minute when Vagner Love cut inside Javier Zanetti and Lucio before drilling in at the near post.
That lead though would last just two minutes as Inter went on to claim the winning goal. Esteban Cambiasso chipped the ball forward into the path of substitute Mauro Zarate, who shot low into the bottom corner from the edge of the area.