The Stamford Bridge outfit celebrated at the Allianz Arena as they came from behind to beat Bayern Munich 4-3 on penalties following a 1-1 draw after extra-time.
"I feel great. But I need a holiday because these last three months have been very challenging. At this moment, whatever the future holds for me is irrelevant," he said.
His defensive outfit even beat Bayern in their own stadium. Didier Drogba headed a late equaliser after Thomas Mueller's 83rd-minute opener, also scored with the head.
The crown is said to be Roman Abramovich's holy grail. The oligarch bought the club in 2003 and saw his team lose to Manchester United in the 2008 final.
The win also secures Chelsea's place in the competition for next season after they finished sixth in the Premier League.