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The Giallorossi's unbeaten pre-season came to an end at the Stadio Benito Villamarin, as the hosts ran out 5-2 winners.
Roma twice came from behind to equalise in Seville: with Shomurodov grabbing the first of those with a smartly taken run and finish.
It was a fine first impression from the Uzbek, who was making his first appearance since joining the club at the start of the month.
Shomurodov's header from a corner then allowed Gianluca Mancini soon after half-time, briefly making the scoreline 2-2.
Drama ensued, however, sparked by the referee's controversial decision to award Alex Moreno's goal on the hour-mark despite the Spaniard appearing to handle the ball over the line.
Lorenzo Pellegrini received a second yellow card as Roma players protested the decision, before coach Jose Mourinho was also dismissed for registering his disgust both at the decision and the handling of Pellegrini's case.
Soon after Gianluca Mancini also received his second yellow card, as did Rick Karsdorp - as the Giallorossi finished the game with eight players.
Profitting from that numerical advantage, Betis scored two further goals to run out comfortable winners and take home the Unbeatables Cup.
REAL BETIS 5-2 ROMA
Scorers: Rodri, Fekir, A. Moreno, Tello, Rober; Shomurodov, Mancini
Starting XI: Rui Patricio; Karsdorp, Mancini, Smalling, Calafiori; Diawara, Cristante; Zaniolo, Pellegrini, Mkhitaryan; Shomurodov
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