The Dutchman could well achieve the Quadruple on Sunday against Spain, having already won the Scudetto, Champions League and Coppa Italia this season.
“First of all, thank you,” wrote Sneijder in a statement released on the official club website.
“Thank you because I felt the affection with which the Inter fans followed my progress during the World Cup.
“I know that you gave me, albeit from far away, a great deal of generosity and affection, even though in South Africa I am wearing the orange jersey of Holland.
“Sunday holds my fourth Final in seven incredible months. After Rome, Siena and Madrid – the unforgettable venues of Nerazzurri success – I will face Spain in a match every child dreams of playing in from the moment he receives his first football.
“I am convinced that I’ll feel the support of Inter’s Italian fans the moment I set foot on the field.
“As always, I’ll give my best not to disappoint you. See you soon, Wesley.”