Richard Lee saved the final spot-kick as Brentford knocked Everton out of the Carling Cup on penalties at Griffin Park.
The scores were level at 1-1 after extra time after Gary Alexander had levelled Seamus Coleman's goal.
Everton opened the scoring after six minutes.
Yakubu arrowed down the right with a forceful run before setting up Diniyar Bilyaletdinov. The Russian entered the box before slide-ruling a pass for Coleman to beat Lee from close range. It was the Irishman's first goal for the club.
The League One side levelled the scores before the break, when Myles Weston crossed from the right flank for Alexander to head past Everton goalkeeper Jan Mucha.
Coleman, who had given the away side the lead, conceded a penalty in the 58th minute when he pulled the back of Weston's shirt.
Slovakian goalkeeper Mucha, on his second Everton appearance, saved Charlie MacDonald's spot-kick to his right.
However, McDonald showed great poise with a crucial spot-kick in the shootout.
Lee saved Jermaine Beckford's spot kick with the scores at 3-3 before MacDonald scored to leave Phil Jagielka needing to net to keep David Moyes' men in the tournament. Alas, the England defender fired his shot against the post.