CSKA Moscow became the first Russian club to win a European final after coming from behind to beat Sporting.
The Portuguese side, playing in their Jose Alvalade stadium, looked in total control after Rogerio's superb shot.
But CSKA emerged a completely different side after the break, Daniel Carvalho having a hand in all three goals.
Alexei Berezutsky headed in Carvalho's free-kick, Yuri Zhirkov slipped in the second, with Vagner Love ramming in a third to wrap up a remarkable win.
CSKA's victory was all the more surprising given Sporting's positive first-half display, with Fabio Rochemback and Joao Moutinho dominating in midfield.
Roared on by a partisan Lisbon crowd, Sporting quickly found their stride.
Rochemback bombarded the CSKA goal with a series of shots and a superb pass from the Brazilian sent Pedro Barbosa clear.
But Barbosa was let down by his first touch and the CSKA defence cleared the ball.
A weaving run from Sporting's Chilean left-back Rodrigo Tello set up a chance for Sa Pinto, who delayed his shot too long.
Just when it seemed CSKA had weathered Sporting's opening barrage the Portuguese side went ahead with a wonderful goal.
Rogerio picked up the ball on the edge of the box after a Rochemback pass came off Carvalho.
The Sporting defender quickly worked the ball on to this right foot and unleashed an unstoppable curling shot into the roof of the net.
With Sporting's dominating possession, CSKA found it difficult in the first half to get to the ball to Brazilians Carvalho and Love.
Just before the interval Carvalho's speed and persistence provided him with room to maneouvre and he intelligently freed Ivica Olic on the right.
The Croatian quickly crossed to the unmarked Love, only for the Brazilian to embarrassingly scuff his shot with just Ricardo to beat.
Early in the second half Love almost redeemed himself, going close with a spectacular volley following Elvir Rahimic's lob.
Soon after CSKA drew level when Alexei Berezutsky's downward header eluded Ricardo.
The goal had the effect of upsetting Sporting's rhythm, with Zhirkov's goal providing a further jolt.
Carvalho was again involved, threading the ball through the Sporting defence, Zhirkov slipping the ball past Ricardo.
Gaps began to appear in the Sporting defence and CSKA substitute Milos Krasic sent in shots after breaking down the right.
With a quarter of an hour left an extraordinary passage of play ensued after Rogerio missed an open goal following Tello's shot.
The ball broke upfield and Carvalho shrugged off Joseph Enakarhire's challenge crossing for Love.
This time the Brazilian made no mistake thrashing the ball into the net.
Valery Gazzayev's side started their European campaign in the second qualifying round of the Champions League and have played a record-equalling 19 European games this season.
They entered the Uefa Cup after going out of the Champions League group stages.
Sporting are only the third club to lose a single match European final in their own ground, following on from Juventus (1965 Fairs Cup) and AS Roma (1984 European Cup).
Sporting: Ricardo, Miguel Garcia, Beto, Enakahire, Tello, Rogerio (Douala 79), Rochemback, Joao Moutinho (Viana 87), Pedro Barbosa, Liedson, Sa Pinto (Niculae 72).
Subs Not Used: Nelson, Custodio, Anderson Polga, Rui Jorge.
Booked: Pedro Barbosa.
Goals: Rogerio 28.
CSKA Moscow: Akinfeev, Alexei Berezutsky, Ignashevich, Zhirkov, Vasili Berezutsky, Odiah, Aldonin (Gusev 86), Rahimic, Daniel Carvalho (Semberas 82), Olic (Krasic 67), Vagner Love.
Subs Not Used: Mandrykin, Salougin, Laizans, Ferreyra.
Goals: Alexei Berezutsky 57, Zhirkov 66, Vagner Love 75.
Ref: Graham Poll (England).