An extra-time winner saw the Greeks win a first ever European trophy.
Mendilibar later beamed: "We made a lot of efforts but we couldn't win within the 90th minute. But then we scored a goal and now it's time to celebrate with our families.
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"We finished the marathon in the best possible way. It's proof that we started very badly, but then we overcame many obstacles to win.
"We will play the Europa League and continue to fight for our goals but now it's time to enjoy this victory."
Mendilibar won the Europa League last season with Sevilla.
He added: "What happened this evening is a sign of the continuity of what I did last year. I'm happy to celebrate again, I want to share this joy with the club and with everyone else. I would like to continue working with this team for a long time."