Daniel Carvalho gave CSKA the lead on 28 minutes to the ecstacy of the Russian fans.
Liverpool struggled to create chances at the other end and the travelling fans started singing "There's only one Michael Owen".
But Cisse came on with 10 minutes to go and quickly equalised, sending the game into extra time.
Cisse scored the second on 102 minutes and provided a perfect assist for Luis Garcia to score the third to put the game beyond Moscow.
Jamie Carragher, captain in Steven Gerrard's absence, lifted the trophy - the first of the season.