The Argentine goalkeeper also thanked his manager Manuel Pellegrini for sticking with him after helping his side pick up their first silverware of the season at Wembley
Willy Caballero acknowledged he had suffered a hard week in the build-up to Manchester City's League Cup final success on Sunday and says his intuition helped him save three penalties in the shootout.
Caballero denied Lucas Leiva, Philippe Coutinho and Adam Lallana as City claimed their first trophy of the season in a dramatic shoot-out at Wembley. Coutinho had earlier cancelled out Fernandinho's opener in normal time.
Pellegrini had come under pressure to play usual first-choice goalkeeper Joe Hart during the build-up, but the Chilean's decision to stick with his No.2 - after questionable recent form from Caballero - came up trumps.
"My intuition helped me," Caballero told Sky Sports. "It's amazing, to win this cup is amazing. It was a hard week for me but we have a trophy and we have to enjoy it.
"It's fantastic for all the blue people here and it's an emotional for me and for all my family - to be here in this team and with it being the first trophy for me.
"It is a pleasure to have this coach as he gave me the opportunity to come here and play this cup and this final.
"I am really very happy for myself and for him, of course. We have to enjoy this as it was difficult but in a few hours we have to sleep as we need to play [Liverpool in the Premier League] in three days."
Captain Vincent Kompany also praised Caballero, describing him as the hero of the day ahead of the final penalty taker Yaya Toure, who made no mistake from the spot.
"When it is Yaya at Wembley he's usually the hero [Toure netted the winner in the 2011 FA Cup final against Stoke City and in the 2014 League Cup final versus Sunderland] although Willy probably edged it," the Belgian added.
"[Penalties are] not the best way, it's the most unfair way but there was so much emotion. It's crazy that we have to play Liverpool again in three days' time [in the Premier League].
"We missed chances from two or three yards out but when it goes to penalties I think both teams must be remembered for what they left out on the field.
"You looked around in their celebrations but you have to find your moment of peace and keep doing what you do. They played well but we created the chances and I'm so happy for the club."
- Goal