The Chilean says it would have been impossible not to play the 34-year-old at Wembley and is hopeful their win can help them keep fighting for the Premier League title
Manchester City manager Manuel Pellegrini says he would rather have lost the League Cup final than left Willy Caballero out of his starting XI after the goalkeeper was the hero in a 3-1 shoot-out win.
The Chilean came under pressure to drop No.2 Caballero for regular goalkeeper Joe Hart but the Argentinian - who struggled in the 5-1 FA Cup fifth-round loss to Chelsea last weekend - repaid his manager's faith by saving three penalties before Yaya Toure struck the winning spot-kick at Wembley Stadium.
The 34-year-old denied Lucas Leiva, Philippe Coutinho and Adam Lallana, with Pellegrini insisting he never considered dropping his usual cup goalkeeper for the final.
"If you asked how I would prefer to win, I would have preferred to win it this way," he told Sky Sports. "First of all because I prefer to lose the title than to lose my word. It was impossible for Willy Caballero not to play tonight.
"A lot of media were waiting to criticise me if Willy made a mistake and I trust him a lot. I was very happy to win the title for the fans, for the club, for the players, for the club but more than all for Willy.
"I just said I prefer to lose the title than to lose my word. We are very happy."
City remain in the hunt for the Premier League and are expected to reach the quarter-finals of the Champions League after a 3-1 first-leg win over Dynamo Kiev in the round of 16 in midweek.
Pellegrini was criticised for prioritising Europe over the FA Cup, as a weakened XI bowed out at Stamford Bridge but hopes the silverware won at Liverpool's expense can be the springboard for more success.
"We are working very hard and just in the middle of the season, it is very important for this team to continue fighting for the other titles," added the Chilean, who will be replaced by Pep Guardiola.
"We deserved to win the game, we missed chances. It is a very important moment because we played very well for this complete cup and finally to win a title at Wembley is always very special.
"Now we are not thinking about me leaving, we are thinking about the next game against Liverpool [on Thursday], we need to continue fighting for the title of the Premier League. We are nine points behind the leaders but with a game in hand.
"Now it is very important to try to discount those points and continue in the Champions League. It is very, very special, especially when I had to take a very difficult decision with the players and go out of the FA Cup.
"But this title and what we did in Ukraine in midweek I think supports my decision."
- Goal