Arsenal suffered a shock exit in the qualifying stages of the Women’s Champions League as they were beaten on penalties by French side Paris FC.

However, Nigeria goalkeeper Chiamaka Nnadozie saved from Arsenal’s England striker Alessia Russo and Frida Maanum as the underdogs won 4-2 on spot-kicks.

Mathilde Bourdieu scored twice in two minutes early in the second half to put Paris firmly in control but Russo’s first Arsenal goal pulled one back before Jen Beattie’s header levelled matters deep into stoppage time.

Paris led again in the second half of extra time through Julie Soyer’s fine first-time finish, only for summer signing Russo’s fabulous 25-yarder to bring Arsenal level again.

However, Nnadozie – who did not save a single spot-kick in Nigeria’s World Cup shootout defeat by England in the summer – was Paris’ hero as they progressed on penalties.

More Champions League agony for Arsenal

For the second time in just over four months, Arsenal suffered Champions League heartbreak after a gruelling tie that went the distance – but this was a far cry from May’s semi-final exit to German giants VfL Wolfsburg.

Head coach Jonas Eidevall will be deeply unhappy at how his side, who came so close to reaching last season’s final, could be humbled at such an early stage of the competition but they could have few complaints.

Having breezed past Swedish side Linkoping in their opening qualifier, this was a step up against a Paris side who have finished third in the French top flight for two seasons running behind Lyon and Paris St-Germain.

Arsenal went closest in the first half with a Lotte Wubben-Moy header cleared off the line, and Paris had barely created a chance before taking the lead in slightly fortunate fashion 11 minutes after the interval.

Margaux Le Mouel’s intended cross hit the far post and bounced nicely for Bourdieu to nod home a header that was ruled to have crossed the line despite being caught by recovering Arsenal goalkeeper Manuela Zinsberger.

With Arsenal rattled, Bourdieu doubled the lead a minute later, steering a cool finish between Zinsberger’s legs from Gaetane Thiney’s through ball almost straight from the restart.

But Eidevall brought Russo off the bench and she robbed Teninsoun Sissoko in the area to open her Gunners account before another substitute, Beattie, rewarded incessant pressure by heading home Katie McCabe’s inviting cross six minutes into time added on.

In extra time, Paris needed Thiney’s goalline clearance to prevent an embarrassing Nnadozie own goal as she almost punched a corner into her own net, but they led again when Soyer tucked home Louise Fleury’s cross.

Russo, showing why Arsenal were so desperate to sign her from Manchester United, hauled them level again with a stunning strike from distance and set up a golden chance for Maanum to win it, but she headed over from six yards.

That miss proved costly as both players involved were denied from the spot by Nnadozie and despite Zinsberger also saving one in the shootout, Louna Ribadeira stroked home Paris FC’s winning penalty.

The French side progress to the final qualifying stage of the competition where Russo’s former club Manchester United are among the opponents who could lie in wait.

Russo will have not expected to have been eliminated from Europe’s premier competition so quickly after switching clubs, while Eidevall will face questions about why he did not include her from the start.