CSKA made its way to the final. On 18 May 2005, against Sporting CP at Sporting's own Estádio José Alvalade, Zhirkov scored a goal in the 65th minute to give CSKA a 2–1 lead. The score would end 3–1, making CSKA the first Russian club to win the UEFA Cup. Zhirkov participated in all six matches of the group stage in the 2006–07 UEFA Champions League. On 6 December 2006, he scored a brilliant goal against Hamburger SV which would later be selected as the best goal of the competition by UEFA's official magazine. In the 2007–08 season, however, CSKA lost almost every game in Europe. Zhirkov began his participation in the following season of European competition on 18 September 2008, against Croatian club Slaven Belupo. CSKA came from behind to win their first match 2–1. In the next match, CSKA defeated Deportivo de La Coruña 3–0. Zhirkov provided goal assists against Nancy, Feyenoord and scored in the game with Lech Poznań. It was his third goal in European competition. In 2009, Zhirkov participated in three matches in European competitions, two against Aston Villa and one against Shakhtar Donetsk. In the second match, he scored his first goal in the 2009 tournament. In the third match, he was cautioned by the referee and therefore missed the next game. Chelsea On 6 July 2009, Zhirkov joined Chelsea on a four-year contract for a reported transfer fee of £18 million, exceeding the £15 million Arsenal paid for Andrey Arshavin in January 2009, thus making Zhirkov the most expensive Russian football player of all-time. Zhirkov scored on his debut in a friendly against Milan, the eventual match-winner. After regaining fitness from a knee injury, he made his competitive debut at left back against Queens Park Rangers in a League Cup tie on 23 September. After battling a knee injury he made his Champions League debut for Chelsea on 25 November against Porto, playing as a left back and setting up Nicolas Anelka's goal in a 1–0 win. Zhirkov made his Premier League debut as a substitute for Joe Cole against West Ham United on 20 December 2009. He made his first Premier League start in a 2–1 victory over Fulham on 28 December. Due to Ashley Cole's injury against Everton on 10 February, which ruled him out for three months, Zhirkov became first-choice left-back. Zhirkov was one of Chelsea's best players in the