Brazil was the first country to win the World Cup after a penalty shoot-out, defeating Italy in the 1994 final.
The match was played at the Rose Bowl in Pasadena on 17 July 1994. Brazil and Italy were level 0–0 after 90 minutes and extra time, making it the first scoreless World Cup final and the first final decided by penalties. Brazil won the shoot-out 3–2.
The decisive moment came when Italy captain Roberto Baggio sent the fifth Italian penalty over the crossbar. Brazil’s victory delivered its fourth world title, after earlier triumphs in 1958, 1962 and 1970. It also made Brazil the first nation to win four World Cups.
A common mix-up is to treat the question as asking about any World Cup match decided by penalties. In context, it refers to the tournament final and the country that first lifted the trophy through a shoot-out.