The former Barcelona winger came off the bench and turned the game on its head, with the Hornets trailing 2-0 at Wembley.
"I don't think it's my best and if it's my best goal I want to improve," said Deulofeu.
"I don't know if it's the best goal, but it's certainly one of the most important.
"It was a great afternoon today and when I came on it was a change to the team, we changed the whole squad to the attack.
"We scored the first one and the feeling of the team is we're going to score the second one after extra-time.
"My mind and my feeling is we're going to kill the game and that's what happened."