Bolognese beat Caglia on penalties in the first leg of their Champions League tie at Parma.
The match ended in a 1-0 win for the Giallorossi.
Bologna went into the match having taken an early lead with two goals from Stefano Fagioli and Francesco Gavazzi but Caglieres striker Giulio Gavrilesi levelled in the 61st minute.
Giulio Gvosini opened the scoring in the 83rd minute, taking a deflected cross from Gavagni through the middle of the box and firing a low drive past the keeper.
Gavrilsi converted his second in the 88th minute, following a neat pass from Francesco De’Souza, to complete a perfect hat-trick for the Nerazzurri.
Cagliaro scored two goals in the 90th minute to seal victory for the Serie A champions, who are now on a six-match unbeaten run.