Dudelange were in front at half time after Sinani had netted, and Bernier doubled their lead in the 51st minute.
But for goals in four minutes turned this extraordinary tie on its head.
Nicosia, however, found their feet shortly after, with Pavlovic clawing a goal back. Dudelange then conceded a penalty in the 55th minute. Two minutes after Nicosia equalised, Pavlovic was again on the score sheet following a Joubert error in goal handing the hosts the lead.
From 0-2 up to 3-2 down could have meant the end of the tie for our Diddleng heroes but F91 did not give up, continuing to break on the counterattack until Stolz made it 3-3 and they pushed for the victory.
A superb solo effort by Sinani with eight minutes left on the clock gave Dudelange the win in an historical encounter.
Nicosia continued to add pressure until the final whistle, and some stout defending meant that the former Champions League quarter-finalists could not add to their tally.
There were fewer goals in the other Group A tie, where Sevilla soundly beat Qarabag 3-0, with strikes from Hernandez, Munir and Torres. Sevilla and Dudelange now lead the group with three points apiece.
