"To reach the Champions League final and to win is incredible," Alonso said with a shake of the head.
"For the players, for the club, and for the fans this is unbelievable. We are all very happy, and now we can celebrate.
"I was really excited after the game, and it was amazing to hold the trophy. The link between the fans and the players was a great moment for us, and proved inspirational.
"Rafa was really calm at half-time. He changed so many things that needed changing. He helped us get a draw after 90 minutes and now we have won.
"I hope we will be able to defend the trophy next season, but we will see what happens. I am just very, very happy."
Meanwhile Liverpool manager Benitez let slip that his players had in fact been practising penalties before last night's game before praising Dudek's performance.