After two hours of football devoid of scoring opportunities, the "Buffaloes" took the shootout 4-3 to qualify for the Europa League.
They collected the cup for the fourth time and the first since 2010. They lost the 2019 final to Mechelen.
Anderlecht are still looking for a first trophy since Vincent Kompany became coach in June 2019, but they have qualified for the four-team championship round in the league.