Coady was again impressive in midfield for England in the final against Spain.
The England captain told theFA.com: "I'm made up. I'm just delighted with everything that's happened. I think I ran over to the dugout and slid on my knees and then I just got piled on and I couldn't breath. It's just unbelievable. I can't believe we've done it.
"Lifting that trophy was just unreal. It's everything I've dreamt about and I'm so proud to have done it. I can remember every bit of it. I went up and I was shaking people's hands and the fella gave me the trophy and I just thought 'let's get it up there!' so I gave it a kiss and then just put it straight in the air. I've loved every minute of this tournament and to captain the side as well; I'm just totally made up.
"It's been a great experience for us all and I think it will help us as players a few years down the line."