Chelsea came from 1-0 down to defeat Real Betis 4-1 in Wroclaw, Poland.
James remarked afterwards: "It's a great feeling. As the game went on we grew into it and thankfully we scored four goals in the second half.
"Coming into this competition was something we had to win. Next season we go again in the Champions League.
"I thought in the first half we were flat. The game didn't go our way early on and it looked like it took a lot out of us. We needed a reaction in the second half and we got it."
On not starting on the night, James added: "Of course it is devastating to know you are not starting in a final. I want to play every game but it was the manager's decision. Once he made the decision, I had to move on and accept it and be ready when I was needed."