The Reds hosted the tie, and looked to be progressing to the fourth round when Suso’s extra-time strike appeared to kill the game.
Another Chelsea loanee extended the shoot-out into sudden death, with goalkeeper Jamal Blackman saving from Raheem Sterling, before both ‘keepers netted their efforts to circle the line-up a second time.
Albert Adomah was the unfortunate man, the Ghanian winger missing Boro’s 15th penalty to hand the tie, and a place in the last-16, to Brendan Rodger’s men.
Despite the defeat, Boro head coach AItor Karanka had only words of praise for both the team, and the fans that traveled to Anfield and cheered his men during the tense finale.
Speaking to the official Middlesbrough website after the game, the former Real Madrid man said: “I don’t have the words to tell them [the fans] thank you.
“They [the team] were brilliant, our crowd was brilliant. It was just the last penalty...but everything was brilliant. I think our crowd are excited about this season.”
Due to the dramatic close to the game, it will go down as one of the truly great cup ties, and Karanka is proud of everyone involved, even if the game ended with a loss.
He added: "I was very proud of everything - the fans, the team. You don't enjoy losing, but for a lot of the players, and maybe some of the fans, it was their first time at Anfield. Everyone can be proud.”
Karanka can be grateful to Chelsea man Bamford for netting the equaliser, having won the penalty himself, with Boro struggling to create much having gone behind in extra-time.
“I was speaking with the players before extra-time and before Jelle and Patrick came on I spoke to them,” said the coach, who has ties with Blues boss Jose Mourinho from their time in Madrid.
“I said we were going to have one chance to score and we did. We just lost the penalties."