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Nicolo Zaniolo's strike in the first half was enough to seal victory against Feyenoord at the Arena Kombetare in Albania.
Mourinho remains unbeaten in European finals, this being his fifth, and is now the first manager to win all three of UEFA's major club competitions.
The 59-year-old held his emotions in for the 90 minutes but as soon as the final whistle went, you could see how much it meant to him.
He spoke to Sky Sport Italia in the tunnel and through tears, told them: "There are so many things going through my head. So many things at the same time.
"I’ve been at Roma for 11 months, I realised the moment I arrived what it meant, they were waiting for this. As I told the lads in the locker room in Turin, we did what we needed to do, qualify for the Europa League. We had great work all season.
"This was not work tonight, this was history. We had to write history. We wrote it."
Mourinho was sacked by Tottenham Hotspur last year and many wondered if that was it for him at the top level.
He took media jobs in the UK and provided coverage of Euro 2020, before signing a deal with Roma.
The Portuguese coach has ensured his players go down in history as the first group to win a European trophy with 'I Giallorossi'.
It's not been without struggle. Roma finished sixth in Serie A, below bitter rivals Lazio, and suffering a humiliating 6-1 defeat to Norwegian outfit Bodo/Glimt in the Conference League group stages.
Despite all that, Mourinho has committed his future to Roma and insists he'll be there to kick on next season.
He continued: "Now I am staying, there are no doubts. Even if some rumours emerge, I only want to remain at Roma.
"We must understand what our owners, who are fantastic people, want to do next season, because this is history, but we can build a really strong project with honest professionals. We need to sit down and understand what the plan is for next season."
You can tell Mourinho has built a strong bond with fans as well as the city. After beating Leicester City in the semi-finals, he shed his usually stoic expression and bawled his eyes out.
Roma will be in the Europa League next campaign and it isn't hard to envisage them going far in that tournament with a master of knockout football at the helm.
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