Gianluigi Donnarumma was the hero as AC Milan won a dramatic penalty shootout 5-4 against Lazio to advance to the Coppa Italia final.

In a two-leg semi-final that failed to produce a goal, the Rossoneri's goalkeeper saved two spot-kicks before Luiz Felipe blazed over wildly in sudden death to hand the initiative to Milan.

Alessio Romagnoli, a childhood Lazio fan, coolly stroked home the winning penalty to spark wild celebrations from the visitors – who will Juventus in May's final in Rome.

For Donnarumma it marks the continuation of a dramatic season that has seen him involved in a love-hate relationship with Milan's supporters, who unfurled a banner telling the goalkeeper to "get out" in a 3-0 Coppa Italia win over Verona in December.

But the youngster was pivotal to their success at Stadio Olimpico, saving from Sergej Milinkovic-Savic and Lucas Leiva to punch their ticket to final, sparing Nikola Kalinic's blushes after he missed a sitter in extra-time.

Gennaro Gattuso's side, 13 matches unbeaten in all competitions, will head into a huge week that takes in the Milan derby with Inter and the Europa League last-16 first leg against Arsenal, while Lazio will look to rebound against Juve on Sunday (AEDT).