The 2-1 second-leg win saw PSG reach the final 3-1 on aggregate.
Afterwards, Neves said: "We are very happy to be here in the Champions League final. Very important for us to find the victory and we have the chance to go for a Champions League title.
"Arsenal are a very strong team, lots of individual quality and as a team. But I think we were the better team.
"We will continue like that, work hard and stick to our game plan. I think that's the best way for us to play, it's our football and that's how we found the win. We are confident."
"Enrique a genius"
Meanwhile, PSG goalscorer Achraf Hakimi also said: "You can see the atmosphere is magnificent. We have worked so hard for this moment, we're very happy.
"We've worked hard to have this moment with our fans, our family and everyone who supported us. It was a difficult match and we're very happy and proud to win.
On coach Luis Enrique:, Hakimi added: "He has done a fantastic job. He has created a team, worked hard behind the scenes, he's a genius."