Benfica put the hurt of losing the Europa League final in midweek behind them by beating Rio Ave 1-0 in the Portuguese Cup final on Sunday.
A terrific strike by Argentine midfielder Nico Gaitan midway through the first half proved to be the only goal of the game at Jamor, the national stadium situated just outside Lisbon.
It is the 25th time that Benfica have won the Portuguese Cup, but their first since 2004.
They become the first club to win the domestic treble since the introduction of the League Cup in 2007-08.
Jorge Jesus' side won the league by seven points from Lisbon rivals Sporting and also beat Rio Ave 2-0 in the League Cup final earlier this month.
However, the Eagles fell short of a remarkable quadruple after losing 4-2 in a penalty shoot-out to Sevilla after Wednesday's Europa League final in Turin ended goalless.
Benfica have now lost their last eight European finals since winning the last of their two European Cups in 1962.
Nevertheless, this season's domestic success will help banish the memory of 12 months ago, when they were runners-up in the league and Portuguese Cup as well as in the Europa League.