PSG defeated Inter 5-0 in Munich on Saturday night, with Dembele again superb.
Afterwards, the France international declared: "It's pride, it's frankly exceptional. Playing in the Champions League, winning the first one and especially in style. Winning 5-0 against Inter is difficult. We showed quality, it was tough and we've gotten stronger this season. We're finishing with that, it's exceptional.
"The first Champions League matches were difficult but we gained confidence from match to match. We went to Liverpool, Aston Villa, Arsenal and we played great matches. In this final, we had to play a great match, show the great Paris.
"We dominated the matches, but we couldn't finish with many chances. The coach changed things, it did us good, he brought in competition, it pushes you to give 100% or you're replaced. He built a real team, from match to match." It's exceptional, we have to celebrate this without breaking things in Paris."
Coach always had confidence in me
Asked about the influence of coach Luis Enrique on his form, Dembele was adamant.
He continued: "The coach, we had discussions, he always had confidence in me, he knows that I'm a team player. I'm not someone who cheats, especially for this PSG jersey. We changed things, the team's mentality and even my own. I said at the start of the season that I wanted to score more goals and be a team leader.
"I had to set an example for the younger players, because I'm not so young anymore. Defending in matches like this, showing that you have to run for the jersey. I enjoy doing that, I put pressure on Yann Sommer to win back balls and it worked."