Akinfeev says "I just feel emptied out".
Russia's defence then held firm as Spain dominated possession before the heroics of Akinfeev triggered wild celebrations in the rain.
Russian Federation also were toothless up front until Gerard Pique's handball gave them a chance to level with a penalty in the 41st minute.
However, Russia got a penalty five minutes before the break with Gerard Piquè penalised for a raised arm.
Goalkeeper Igor Akinfeev emerged as the hero for Russian Federation as he saved two penalties.
"I'm not the man of the match, the man of the match is our team and our fans", said Akinfeev, after each converted penalty, and his saves from Koke and Iago Aspas, were greeted with a deafening roar from a crowd of 78,011 at the Luzhniki Stadium.
"The most important thing for us is that the whole country is proud of us so a huge thank you", Dzyuba said.More news: Hero Pooch Saves His Owner From A Nasty Rattlesnake Bite
More news: Hotel mattress blamed for Marcelo's back injury at World Cup
More news: LeBron James, LA Lakers agree to four-year, $154 million deal
"We are having a fantastic World Cup".
Stretching every part of his body out into a star shape and diving to his right, Igor Akinfeev flicked out his left foot and kicked the ball high away from danger.
Spain stopped Russia's European Championship run in 2008 - the country's best tournament performance since the end of the Soviet Union - and also played to a 3-3 friendly draw previous year, though one in which Spain didn't field a full-strength team.
Most of that work, of course, was his predecessor Julen Lopetegui's but he was sacked a day before the World Cup began when he revealed that he would be taking over at Real Madrid next season. But while Spain finished with 75 percent possession, it scored no more goals.
With 35 minutes on the clock Spain had made 300 passes to the 63 of Russian Federation but had not mustered a single effort on target and led only through Sergei Ignashevich's comical own goal.
Instead, Spain seemed entirely incapable on increasing the pace as, minute by minute, home hopes grew from a long-shot dream, through a gradual realization that their highly-ranked rivals were not actually that risky, to eventual delirious celebration.
Dzyuba then kept his cool by sending David de Gea the wrong way and burying his spot-kick into the bottom right corner.
Mathias Jorgensen gave Denmark the lead after just 58 seconds, but Mario Mandzukic levelled for Croatia in the fourth minute and the sides remained locked at 1-1 at the end of extra time. However, Russian team's win was convincing. Koke tried to give the lead back to Spain but his shot was stopped by Akinfeev. The veteran Barcelona midfielder came off the bench and nearly won the game with an 85th-minute shot well saved by Akinfeev.