Smalling was the man-of-the-match as he secured a clean-sheet for the Italians.
"We knew how much it was going to mean to everybody in Rome, and you can see how together we are, everybody fought until the end," Smalling told BT Sport.
"We had to do that on a few occasions this year (fighting hard), we dropped a bit deeper than we maybe wanted to but we knew we had to do everything. You could see, strikers running back, everybody defending and we knew we had to win.'
"Even when I first came to the club it had been a long time since they won a trophy, you can hear the fans. We knew how much it was going to mean, you can see we've got some of the best fans."
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