Boro lift Carling Cup
Boro had been two goals up inside the opening seven minutes, with Joseph Desire Job's second minute strike and a Bolo Zenden penalty giving Steve McClaren's side a dream start to the game.
A terrible mistake by goalkeeper Mark Schwarzer handed Bolton a route back into the game, when Kevin Davies's speculative effort crept in at the near post on 20 - but despite a wealth of chances at either end, the scoresheet was not added to.
Schwarzer made amends for his error with several key saves, and at the other end Jussi Jaaskelainen prevented Boro from extending their lead - most notably when he got a crucial touch to a Gaizka Mendieta lob.
A scintillating first half had started with a bang, when Middlesbrough opened the scoring inside two minutes.
A fine pass from Mendieta had released Zenden, and he passed low and hard across the goal to allow Job a simple goal at the far post.
McClaren was still getting changed, such was the speed of the goal, but with his assistant Steve Harrison still telling him about the opener Bolton nearly levelled, when Youri Djorkaeff drew a good save from Schwarzer to the top right of goal.
With no sign of a let-up Boro then doubled their advantage when Job was bundled over by Emerson Thome in the box. The Dutchman had his back to goal and a lot of work to do when Emerson clumsily came through the back of him and left referee Mike Riley with an easy penalty decision.
The decision to allow Zenden's penalty was more controversial. The Boro man slipped on his run up and appeared to connect with the ball twice before it caromed off Jussi Jaaskelainen's boot and into the back of the net.
Bolton rallied, but got themselves back into the game courtesy of a terrible error from the normally reliable Schwarzer.
The Australian custodian looked to have easily covered Davies's hopeful drive towards the near post, but took his eye off the ball and pushed it home, to the disbelief of his defenders.
Bolton were inevitably buoyed by the goal, and went looking for an equaliser.
Jay Jay Okocha fired a trademark free kick narrowly over, and Per Frandsen thought he had scored when he picked up a lose ball on the edge of the box and curled it past Schwarzer.
The keeper got a crucial fingertip to the shot and the ball hit the face of the post and came back out to Djorkaeff, who was denied for the second time in the game. The keeper stopping smartly as he looked to make amends for his earlier error.
Djorkaeff then had another chance to level, but his volleyed effort deflected off a defender and went wide.
A minute later the Frenchman's fourth chance was also brilliantly saved by Schwarzer who got down quickly to keep his side ahead at the break.
Inevitably the second half did not live up to the drama of the first, but it took a fine save by Jaaskelainen to prevent Mendieta extending Boro's lead soon after the break.
The Spaniard escaped down the right after fine work from Job, but his attempt to lob home saw Jaaskelainen get the lightest of touches to tip the ball over.
At the other end, despite the escalating urgency, Bolton did not manage to create many clear-cut chances.
Ian Nolan headed straight at Schwarzer after a good cross from Nicky Hunt, but otherwise Gareth Southgate and Ugo Ehiogu were simply superb at the heart of Boro's defence.
In the final stages both Juninho and Mendieta could have made things safe.
Juninho escaped the offside trap but could not get far enough away from the defence to give himself time and shot tamely over.
Mendieta was also given a fine shooting chance after good work by Juninho, but delayed and saw his eventual effort blocked.
Substitute Stelios Giannakopolous had a late shot blocked crucially by Ehiougu, as four minutes of injury time were played - with suggestions that the defender used his hand.
But it did not matter to the mass of Boro fans assembled in Wales, and they witnessed something that seemed almost appropriate for the rarest date February 29, a trophy for Middlesbrough.