The first 12 penalty attempts found the net before Italian goalkeeper Morgan De Sanctis kept out Lucas Vazquez’s attempt.

Seydou Keita stepped up and converted his attempt to secure the shootout 7-6 for Roma.

Los Blancos, ranked as the world’s most valuable sport team, paraded their superstars Cristiano Ronaldo and Gareth Bale, but there was no end product as the Serie A team matched them before 80,746 fans at the famous arena.

There were some boos at the full-time whistle with the match going to penalties to decide a winner under the tournament rules.

It was a frustrating first match in charge of Real Madrid for Rafael Benitez, who replaced Carlo Ancelotti at the Santiago Bernabeu in June.

“I thought it was a good game and you can see the draw, but I felt we had chances, they had some chances too at the beginning of the game,” Benitez said.

“You can’t expect after five days to play with a high tempo, the last pass wasn’t the best but for me it was to just keep working, especially with the defensive part of the game and try to be compact. I thought we were doing that.”

Ronaldo, the world’s third highest paid athlete this year after boxers Floyd Mayweather and Manny Pacquiao, was withdrawn at half-time while Welshman Bale came off in the 55th minute.

The ten-time European champions, who finished runners-up in La Liga last season behind rivals Barcelona, had few genuine scoring chances with Bale coming close before his substitution.

Roma, who finished runners-up in last season’s Serie A, had two shots cleared off the line in the frantic opening minutes raising the prospect of more to come, but the goals never materialised.

Brazilian Marcelo hacked clear from under his own bar as Real Madrid defence dithered.

“In the technical talk before the game I didn’t need to motivate my players when you play against such big teams,” Roma coach Rudi Garcia said.

“I liked very much the defensive organisation, with a very good attitude and our goalkeeper De Sanctis made a couple of good saves at the end of the second period and in the penalty shootout.

“It’s always important to win, even after a shootout.”

Lively Ivory Coast forward Gervinho, who was official man-of-the-match, proved a handful and earned a free kick on the right edge of the penalty area when Asier Illarra tugged at his shorts, but the Spanish defence muddled it clear.

Bale found Ronaldo with a lovely pass but 107-capped England international left-back Ashley Cole scrambled clear midway through the half.

Goalkeeper Keilor Navas then had to dive full length to prevent a well struck own goal from Illarra before Roma skipper Francesco Totti called it a night after 33 minutes and was substituted by Seydou Doumbia.

World Player of the Year Ronaldo was substituted at half-time as Benitez brought on French striker Karim Benzema and German midfielder Toni Kroos for the second half.

A Bale header flashed just wide of the right post early in the second term and the Welshman was withdrawn after 55 minutes for Lucas Vazquez.

Vazquez forced Roma keeper Morgan De Sanctis to save with his feet with Real’s best scoring chance when he eluded his marker inside the box with six minutes left of regulation time before the game went to penalties.

Roma face England’s Manchester City in the next match in the three-team tournament on Tuesday.