Abdulwahab Abdulqadir's men, 10th in the Pro League and well clear of the relegation zone, have set their sights on silverware this season, and edged closer to that goal when they took the lead in the 23rd minute of this semi-final clash.
Boris Kabi, a beaten finalist three years ago, proved the orchestrator here, the Ivorian flicking on a header for Driss Fettouhi, a January transfer window recruit, to steal between Shabab's stationary centre-backs and drill home.
Ajman quickly doubled their advantage. Again Fettouhi was heavily involved, the tricky Moroccan drawing a foul from Ibrahim Abdulla inside the penalty area before Waleed Ahmed converted from the spot.
It took until after half time for the home side to offer themselves a lifeline.
As is so often the case, the goal came from the endeavours of Shabab's Brazilian triumvirate. In the 56th minute Edgar Bruno found compatriot Ciel, whose effort cannoned off the underside of the crossbar before Henrique pounced on the rebound.
The deficit halved, Marcos Paqueta's side pushed for the equaliser, yet Essa Obaid wasted a golden opportunity while Walid Abbas also went close.
Shabab's task was made more difficult following Hassan Ibrahim's sending off on 80 minutes for a second bookable offence, but the Dubai side were provided an escape route in the dying moments.
With the match deep into stoppage time, Ali Khamis clattered into Ciel inside the visitor's box to award Shabab a penalty kick, the Brazilian, though, who moments earlier shot wide when presented with an open goal, fluffed his lines spectacularly, seeing his shot saved by Jaber Jasim, the Ajman goalkeeper.
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