Wembley started at a gallop and took the lead after six minutes. Striker Naz Ball chased down Sue Jones's lofted ball beyond an uncharacteristically disorganised Belles defence, and struck first time from 15 yards.
For 30 minutes Wembley stayed on top of a tentative, error-strewn Doncaster but with Debbie Biggins making one sharp save and a second brave one they failed to capitalise - costly, when Karen Walker is about.
Walker, who had scored a hat-trick in every previous round equalised in the 40th minute with a low drive from 18 yards. Four minutes later the save forced by her header popped loose to Rebecca Lonergan lurking by the post and her volley was tight but true. The Belles went into the interval leading 2-1 on the board if not on merit.
Playing down the slope in the second half, the Belles were altogether more authoritative and seemed to have the game safe - until five minutes into injury time Jackson tripped the ball for a clear penalty which Alya Liran put away to send the game into extra time.
For their willingness to hang in there at the death, Wembley were rewarded. Inseparable in extra time, the two weary sides treated the meagre crowd of 487 to a penalty shoot-out - and when Sarah Beggs blasted wide for the Bells, Wembley duly won their first major trophy. It's unlikely to be their last; the Bells meanwhile can concentrate (as they say) on the league. And, of course, on staying solvent.
Doncaster Belles (4-4-2): Biggins; Pollard, Woodhead, Jackson, Utley; Coultard, Exley, Sherrard, Borman; Walker, Lonergan (Begg, 76). Substitutes not used: Bagley, Clarke, Davis (gk).
Wembley (3-4-2-1): Higgs; Harwood, Darby, Liran; Coch, Smith, Lorton, Jones (Frampton, 76); Grant, Lee (Jerray-Silver, 50); Ball. Substitutes not used: Wood, Reed (gk).
Referee: S Lomas (Chiswick).Reuse content