Senegal left the field in protest on Monday (AEDT) at a penalty awarded against them in stoppage time at the end of 90 minutes, before returning to beat the hosts with Pape Gueye's extra-time winner.
"We're not going to talk in the heat of the moment. Things happened, but in the end what matters is that football won," Mendy said of the farcical scenes in which Senegal coach Pape Bouna Thiaw ordered his players off the field and talisman Sadio Mane persuaded them to return.
"Morocco has been waiting for this trophy for over 50 years. They had everything going for them, but we responded in our own way, and tonight we celebrate Senegal," added Mendy.
"We were determined to win this final, to bring the trophy home. Millions of Senegalese are happy, and we're going to enjoy this.
"We need to put this controversy behind us," he said, although there is likely to be a stiff punishment for Senegal.
Mendy saved Brahim Diaz's Panenka-style penalty that should have won the game for Morocco. It took 14 minutes from the time the kick was awarded after a VAR review before Diaz took it.
"He attempted the Panenka, but I stayed on my feet. We kept the team in the game, and I helped my team at that moment," Mendy explained.
The keeper was one of the players who went into the changing room as part of the protest before Mane convinced them to return.
"What did we say to each other? That's between us. We did it together and we came back together, that's all that matters. We can be proud tonight," Mendy added.
