Lyon's departing coach Gerard Precheur hailed his side after they equalled Frankfurt's record of four women's Champions League titles.
French rivals Paris St Germain were edged out 7-6 on penalties after 120 minutes of football at the Cardiff City Stadium had failed to produce a goal.
It was Lyon's second Champions League title in as many seasons and their fourth in seven years.
"We won eight titles out of nine in the three years I've been here and that's quite a good score," Precheur said at the end of his reign.
"I always said we needed to be modest and the players have been exceptional, I adore them.
"I am also happy with my own performance and extremely happy I was able to respond to the challenge.
"But now I will be able to recover and spend time with family and friends, people who have supported me for three years.
"I have been at the centre of a world with all this pressure, and the last few months have been very difficult for me."
Lyon's second consecutive treble of French League, French Cup and Champions League was secured when goalkeeper Sarah Bouhaddi stroked home a sudden death spot-kick.
Bouhaddi's opposite number Katarzyna Kiedrzynek had seconds earlier missed from 12 yards to hand Lyon a crucial advantage in the shoot-out.
"People may have thought I was being rude to our opponent when Sarah went up to take the penalty," Precheur said.
"But I knew she would score. I think she is the best goalkeeper in the world, but she is definitely the best goalkeeper with her feet.
"It was a very tough and tense game, but it is only the result that counts.
"It is great for the club, for the girls, for the fans. It is exceptional what we have achieved and I don't think anybody has done it in the past."
Coach Patrice Lair absolved Kiedrzynek of blame as PSG fell at the final Champions League hurdle for the second time in three seasons.
The Poland international had no hesitation stepping up to take the 15th kick of the shoot-out - but she rolled her penalty wide.
"She had a good match, even if she maybe she lacked a bit of experience on her penalty kick," Lair said. "But she took a penalty and not every player did that.
"As a player you either feel you can go for it or you don't, but I don't want to criticise anyone."
Lair was in charge when Lyon won their first two Champions League titles in 2011 and 2012 and blamed a lack of maturity for PSG falling just short again.
"I wish things could change but we did not have all the weapons we would have wanted," Lair said.
"The penalty shoot-out is always a technical phase and we did not have the maturity to win.
"But we will never give up. We have been building our team and it was exceptional to get here.
"The women's section in Paris is not quite at the same level as it is in Lyon, but I am sure we will catch them up and take that last step."
Source: PA
