The Goan outfit beat East Bengal 4-3 via the tie-breaker in the final.
The victory also secured them a place at next year's Olympics.
India held their nerves in the shootout to emerge winners.
Sandeep Michael scooped over goalkeeper Gurpreet to convert the last chance in the tie-breaker to help Bangalore Hi-Fliers win their opening match against defending champions Orissa Steelers in the fourth edition of the Premier Hockey League in Chandigarh on Friday.
Sher-e-Jalandhar beat a fighting Maratha Warriors 3-0 via tie-breaker in the Premier Hockey League.
They beat Border Security Force 4-3 via the tie-break in the final to win their third Nehru Cup hockey title in a row.
Hockey: India v Australia, QF
Under-17 WC final preview
While a 'golden goal' immediately ended a match, the new rule stipulates that play should continue until the end of the half in which an extra-time goal was scored.
The Kolkata giants will be strong favourites when they taken on Army XI in the final on Friday.
Udinese missed out on the Champions League for the second season running on Tuesday, losing on penalties to Braga in the play-offs after a comical shoot-out miss to leave Italy with only two clubs in Europe's top competition.
West Ham United and Chelsea both narrowly avoided ignominious FA Cup exits with narrow wins against lower-league opposition but Everton marked Frank Lampard's first game in charge by sauntering past Brentford into the fifth round on Saturday.
The win extends United's unbeaten run in all competitions to 14 matches and secures a 30th appearance in the last four of the FA Cup for the club.
England have lost to Germany in their last three knockout meetings at major tournaments
The match might end in a draw if inclement weather continues to play spoilsport.
Bayern Munich gained some revenge for their 2012 Champions League final defeat by Chelsea when they beat the Premier League club 5-4 on penalties after a thrilling UEFA Super Cup ended 2-2 at the end of extra-time on Friday.
Shailesh Karkera picks the Best Players at Euro 24.
The Kookaburras had pulled ahead twice in the game, thanks to goals by Tom Wickham, but the Netherlands managed to equalise through goals by Mink van der Weerden and Jeroen Hertzberger.
Hosts India drew curtains to their disastrous campaign at the Hero Junior Men's Hockey World Cup by finishing a disappointing 10th after losing to arch-rivals Pakistan in a classification match at the Major Dhyan Chand National Stadium, in New Delhi on Sunday.
Timo Werner scored his first goal of the season as a much-changed Chelsea side crept into the fourth round of the League Cup by beating Aston Villa 4-3 on penalties after the Stamford Bridge clash ended 1-1 on Wednesday.
Liverpool added another fairytale comeback to the history books as they fought back from 3-1 down against Borussia Dortmund to reach the Europa League semi-finals after Dejan Lovren's towering stoppage-time header secured a 4-3 win on Thursday.
Klopp mimicked Silver Stallone in the Rocky movies when he yelled "Adrian!" into the television microphone and he was clearly appreciative of his goalkeeper's efforts.
Slovenia men's ice hockey player Ziga Jeglic has tested positive for a banned substance and has been suspended for the remainder of the Pyeongchang Winter Olympics, the Court of Arbitration for Sport said on Tuesday.
The eight-time Olympic champions, who will play in the last four stage at the Games after 49 years, will take on Belgium, who beat Spain 3-1 in another quarter-final earlier.
India had something to cheer about after missing out on a berth in next year's World Cup as they defeated China 3-3 via the penalty shoot-out, after both the teams were locked 2-2 in regulation time, to clinch the bronze medal in the eighth women's Asia Cup hockey tournament in Kuala Lumpur on Friday.
Sevilla maintained their incredible record in the competition after an otherwise difficult season.
Debutants Ranchi Rays will face season's most consistent team Jaypee Punjab Warriors in the summit clash of the third Hero Hockey India League after both teams registered contrasting wins in their respective semi-finals in New Delhi.
Kylian Mbappe missing the decisive kick in the shootout as world champions France were eliminated from Euro 2020 by Switzerland on Monday encapsulated the biggest lesson of an extraordinary night -- you cannot rely on individual brilliance alone.
The Indian hockey team arrived in New Delhi on Tuesday after winning a bronze in the Sultan Azlan Shah Cup at Ipoh in Malaysia.
Turkey beat Croatia 3-1 on penalties after their Euro 2008 quarter-final finished 1-1 following extra-time on Friday. They will meet Germany, who beat Portugal 3-2 on Thursday, in the first semi in Basel on Wednesday.
For Argentina players and captain Messi, who netted twice in the 120 minutes before also scoring in the shoot-out, it was the biggest title of their careers.
Japan staged a spectacular regulation time comeback to draw 6-6 before edging out Malaysia 3-1 in a penalty shoot-out and claim the men's hockey gold at the Asian Games on Saturday. Trailing 4-1 in the second period and then 5-2 in the fourth, Japan pumped in three goals through Kentaro Fukuda, Kenta Tanaka and Koji Yamasaki in a seven-minute blitz to level the pulsating contest.
India produced a spirited performance to beat Korea 4-1 in the penalty shoot-out after both the teams were locked at 2-2.
Brazil coach Dunga blamed a virus that hit several players for his team's early elimination from the Copa America at the hands of Paraguay on Saturday.
"After many kilometres travelled together, the Spanish Football Federation and Fernando Hierro have called an end to their relationship now that Spain have finished their participation in the World Cup," said a statement on the Spain team's website (www.sefutbol.com).
The Indian junior men's hockey team lost to Great Britain 3-4 in a nail-biting penalty shoot-out in the Sultan of Johor Cup final in Johor Bahru on Sunday.
Sergi Canos and Christian Norgaard scored midway through each half to spark wild celebrations by the home fans who have waited so long to take their place in their new 17,500-capacity home and even longer to watch top-flight football.
Grace Stewart's goal in the third quarter was enough to take the home side through for a meeting with New Zealand in the semi-finals.
