Mario Pasilic blasted home the final spot kick to give AC Milan a 4-3 victory on penalties after a hard fought match was locked at 1-1 on 90 minutes and after extra time in Doha.
Mario Mandzukic and Paulo Dybala missed their spot kicks for Juventus, with Gianluca Lapadula the only Milan player not to convert his penalty.
It is the second time Milan have beaten Juventus, who lead Serie A by four points, this season.
In October, they won 1-0 in the San Siro.
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A delighted Milan coach Vincenzo Montella said he hoped the victory would serve as a springboard for his side. "I would like to think that this match is the beginning of a new era, we would like to consider it a starting point," he said. "I am sure that this win will give us confidence."
The victory was just about merited by Milan who responded well after early Juventus dominance.
Juve, Italian league and cup double winners last season, had taken the lead in 18th minute after Giorgio Chiellini prodded home a Miralem Pjanic corner.
At that stage it was all Juventus and it was not until the 36th minute that Milan had their first shot on target, a tame effort from midfielder Juraj Kucka.
But they drew level just before half-time when Giacomo Bonaventura beautifully glanced home a Fernandez Suso cross.
Suso was a constant irritant to the Juve defence and set up several fine chances including an 83rd minute header for Carlos Bacca, who was denied by a great save by evergreen Gianluigi Buffon, making his 600th appearance for Juventus.
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Romagnoli also went close, hitting the bar with a header.
Juventus also had their chances, most notably in extra time.
In the 111th minute Patrice Evra put the ball in the net only to be ruled offside, then Dybala missed a great chance, spooning a shot over when unmarked from just eight yards with only four minutes remaining.
A "very angry" Juventus coach Massimiliano Allegri said he was upset at the way his team had lost control of the game and become nervous.
"The match started well for us, the first 30 minutes Juventus were at their best," he said. "We should have been more focused."
He added that Dybala should have scored towards the end of extra time.
The match, the second time the Super Cup has been played in Qatar, was watched by a near capacity crowd of 11,356.
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