Wroxham took the lead through Ciera Flatt on 39 minutes but King's Lynn equalised 2 minutes before half time.
The hosts took the lead with 15 minutes remaining, however Kirstie Kindred sent the game into extra time with the equaliser in the 89th minute.
Extra-time saw the teams deadlocked at 2-2 and in the penalty shoot-out Lauren Bullard scored the decisive penalty to send Wroxham through to the next round.