“The penalties are always a lottery, you never know what's going to happen, but we showed that our team had more experience and we showed that we scored all penalties - it was unbelievable, a fantastic night,” Ronaldo told BT Sport after the shootout triumph.
Ronaldo scored the winning penalty just after Juanfran had missed for Atletico in Milan's San Siro stadium where the game finished 1-1 after extra-time. Real won 5-3 on penalties.
Atletico's Yannick Carrasco had scored a 79th minute equaliser after Sergio Ramos opened the scoring for Real on 15 minutes.
Many players ended the game suffering with cramp.
“It's difficult, it's the end of the season, people are not fit any more so we have to rest now and do it for European Championship,” said Ronaldo.
Wales winger Gareth Bale overcame cramp to score his spot-kick for Real.
“I can't feel a lot to be honest, I'm cramping up. What an amazing feeling,” he said.
“It was difficult, in extra-time a lot of people were getting cramp. We showed resilience and what we're made of.
“I had cramp afterwards, thank god it wasn't before. It's an amazing feeling, I can't describe what it feels like.
“The boys gave everything. The club, the fans have been amazing on this journey - we deserve it.”
And he said beating their bitter city rivals in the final again for the second time in three years was extra special.
“That's the most important thing. Obviously they gave a great game, I'm obviously feeling a bit sorry for them but a final's a final and you have to win.”
Original source: 'Penalties are a game of chance'