The knockout stage of the 2005–06 UEFA Cup began on 15 February 2006, and concluded with the final at the Philips Stadion in Eindhoven, Netherlands, on 10 May 2006.
The team that had the higher aggregate score over the two legs progressed to the next round.
If away goals are also equal, 30 minutes of extra time were played.
In the final, the tie was played over just one leg at a neutral venue.
If scores were level at the end of normal time in the final, extra time was played, followed by penalties if scores had remained tied.
Zenit Saint Petersburg won 4–1 on aggregate.
3–3 on aggregate; Rapid București won on away goals.
Zenit Saint Petersburg won 2–1 on aggregate.
The final was played on 10 May 2006 at Philips Stadion in Eindhoven, Netherlands.