Jean-Philippe Mateta's second-half goal took Palace to a 1-0 win over Rayo Vallecano and a maiden European triumph.
Palace's FA Cup win last season qualified them for this season's Europa League, but UEFA revoked their place in the second-tier competition due to multi-club ownership rules.
"I said to the players, get now what you deserve after winning the FA Cup - the Europa League," Glasner told reporters after the match.
"Now, it's a one-year delay, the club, the fans, the players get what they deserve.
"Sometimes you have to take a detour, and now we're there."
In January, Glasner announced he would leave the club in the summer. Palace had never won a trophy when he arrived, but he leaves having lifted the FA Cup, Community Shield and now a first European trophy.
"We hear a lot when the fans say thank you to us for giving them the best day of their life and all these emotions. And I said thank you to the players, because it's the same for me," Glasner said.
"Because they gave me great, incredible days in my life and that's what I really appreciate."
Glasner said his time at Palace was "a good chapter to read in the Crystal Palace book, but other chapters will follow."
Defender Tyrick Mitchell said winning the Conference League felt like "pure delight" after a decade at the London club.
"It's amazing, it's the same feeling that we had when we won the FA Cup," Mitchell told TNT Sports.
"It's just pure delight, pure emotions and we're just happy that we were able to get over the line."
The victory ended coach Oliver Glasner's incredible stint in charge of the club.
The Austrian was coaching his last game after announcing in January he would leave in the summer.
Palace had never won a major trophy before Glasner's arrival in 2024 but have now added the Conference League crown to last year's FA Cup and the season-opening Community Shield.
Mitchell missed a golden opportunity to put Palace ahead just before half-time but played a massive role in Palace fronting up over the season to the physical demands of playing in Europe.
"It definitely is (the hardest season we've played). We play 60 games a season," he said.
"So many of our bodies are not used to it. We had times when we weren't winning. We lost a couple games in this competition."
Adam Wharton, whose shot rebounded into the path of Mateta for Palace's goal, struggled to sum up what the win meant for the team and their supporters.
"You can't put the feeling into words. It's incredible, south London, the fans. It's unbelievable," Wharton told TNT Sports.
"The start of the game was a bit cagey, as it's bound to be in a final, but we grew into it, found where the spaces were."
Wharton missed last season's FA Cup final festivities but said he had "two celebrations to catch up on."