"I'm happy as the coach as it means that what I'm doing, I'm doing well, but this squad have all been phenomenal", Zidane said.
However, the 33-year-old claims his stoppage-time goal at Stamford Bridge against Chelsea in 2009 is his greatest moment in the competition, it ultimately led to Barcelona winning the competition in Rome and it secured the Spanish internationals second European trophy.
He added: "We gave everything, and have spent six years giving our lives".
"It seems like we are only a step away, but it's a very long step", Atletico coach Diego Simeone said after the team's elimination against Real Madrid in the semifinals on Wednesday. We realise that we have four matches left, at the beginning of the season we had 50 games left.
Dybala and Juventus have the chance to dethrone Zidane's defending champions Madrid at Millennium Stadium on June 3, but the Argentina worldwide heaped praise on the Turin favourite.
However, Real regained their composure to get the vital away goal they needed for some extra breathing space just before half-time.
But Madrid will have to make do without Gareth Bale for the match, as Zidane revealed the winger will once again be unavailable for selection due to a calf injury sustained last month against Bayern Munich. "We did not drop our hands, I am proud of this team".
With Real feeling fresher and their confidence soaring as they remain on track to win the domestic title, all signs point to the 11-times European champions piling more misery on their neighbours who they beat in the 2014 and 2016 finals. "It's not hard for us to go out and say thank you, because, at the end of the day, everything we do is for them".
Just three minutes later Atletico truly believed they could pull off the most unlikely of comebacks when Fernando Torres was upended by Raphael Varane inside the box.
And for a fifth consecutive year, the final will not feature a team from England, with Real Madrid facing Juventus at the Millennium Stadium in June.
The game ended in the middle of a tremendous thunderstorm and despite their sides exit, the home fans cheered their players off the pitch.
"I would love to play with him [Zidane], we all know his qualities", Dybala told Sky Sport Italia.
"They have a great team and are in very good form".