Atletico are used to living in the shadow of nine-times European champions Real Madrid, but relegation in 2000 followed by eight years of under-achievement back in the top flight have taken their toll on Spain's third biggest club.
Their fans had started to revel in the nickname "the sufferers" and had to look back to 1996 for their last glimpse of silverware when Atletico won a league and cup double.
The club even used the idea to help promote season-ticket sales with a television advert that saw a child ask his father: "Daddy, why do we support Atletico?"
His father was unable to offer a reply.
"They have been living with a pathological pessimism," Santiago Segurola wrote in sports daily Marca.
"Now they have the opportunity to bury the ghosts and their fears. It's moments like these, full of happiness, that push them into believing, to progress, to return to a level that corresponds with their history."
True to their recent past, Atletico did not do it the easy way in Hamburg and needed a goal from Diego Forlan, four minutes from the end of extra-time to secure a 2-1 victory over Fulham.
"We deserved to win although we went through some bad moments, but Atletico are like this," 19-year-old goalkeeper David de Gea told reporters.
Coach Quique Sanchez Flores has been the architect of Atletico's turnaround in fortunes, taking over a side that were bottom of their Champions League group and 15th in La Liga last October.
He kept a low profile in the celebrations: "This is a moment for the players. I prefer to watch from afar.
"I asked them to be daring and to remember the footballer inside them that dreamed of winning titles."
He added: "It's difficult to control (the euphoria) and I'm not going to try."
Atletico will do an open-top bus tour through Madrid's city centre to show the trophy to the fans later on Thursday and then have one meaningless league game left at home to Getafe on Saturday.
Then they have a second Cup final against Sevilla at the Nou Camp next Wednesday.
Sports daily AS helped out the father who was unable to answer his son from Atletico's well-known advertising campaign.
"Son, this is why we support Atletico," they said above their write up of the match on Thursday.
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