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The two sides squared off in the second leg in Heridiano after neither could break the deadlock in the goalless first-leg draw at Alajuelense.
But after 120 minutes in the second leg, the tie still remained 0-0 before Oscar Ramirez's men were the more composed team from the penalty spot in the shootout.
It is a historical victory for Alajuelese, who became the equal-most successful Costa Rican club as they matched Deportivo Saprissa's 29 championships.
Alajuelense have also won five of the last seven domestic titles as they celebrate one of the most successful periods in the club's history.
