Conditions were tricky due to the strong wind blowing down the pitch in favour of the home team for the first half of the game.
Sleaford Town began the brightly with Akeel Francis delivering a cross into the penalty area for Rodrigo Goncalves to test Tom Collins with a shot on target.
The hosts continued to press early on and took a 13th minute lead when Francis found the roof of the net with a firm strike.
Just 4 minutes later Sleaford doubled their lead through Ryan Rushen, who bundled the ball in from close range following a right wing cross.
Brigg began to settle to play their normal passing game and enjoyed a better period of increasing possession. After Scott Phillips was fouled on the edge of the penalty area Martin Pembleton’s free kick was kept out by goalkeeper Liam Flitton.
Brigg kept going and Fraser Papprill reduced arrears in the 33rd minute, heading home Finley O’Sullivan’s pinpoint delivery.
Afterwards Francis and Phillips came close at either end.
In stoppage time Dayle Hutson was tripped as he raced clear winning a penalty, which Scott Phillips converted with the last kick before half time.
Early in the second half Pembleton set up a golden chance for Alfie Usher to put the Zebras ahead, but his effort flew wide of Flitton’s post.
Collins then produced a couple of good low diving saves to deny Sleaford.
Just after the hour mark Hutson latched onto Usher’s crossfield pass and fired agonisingly wide of the target.
Brigg had plenty of possession in the last 15 minutes, but were unable to find a winner so penalties were required.
The Zebras won the shootout with Phillips, Usher, Hutson and Pembleton scoring their spot kicks. One of Sleaford’s hit the post and their last was well saved by Collins.