Arsenal beat Liverpool on penalties, with Luiz starting at the heart of defence despite only linking up with the first team days before the game.
Arteta lavished praise on his entire squad for keeping Liverpool at bay and singled out Luiz for his contribution.
‘You never get used to it, I am so happy,’ Arteta said after the victory.
‘I knew the challenge we were facing today against this incredible opponent.
‘David [Luiz], for example, trained one day just before the final, he was able to play 90 minutes.
‘So thank you very much to the players for the effort and the performance.
‘The courage of the team [impressed me], how aggressive we were without the ball, how well we made the decisions to break the pressure of Liverpool and put some issues against them in the back line that they have, and I am pleased [because] I knew in the second half we were going to suffer.
‘We didn’t have the legs, we’ve been training for two weeks, but in the penalties again I think the boys had a lot of courage to put them right.
‘I think in the last ten minutes we took the ball, we played in the final third, we were able to dominate, we created two good chances to win it as well, but I’m really pleased with how they competed.
‘We have a lot of things to improve still, but to be able to compete against these sorts of teams in a final like this, it makes me really proud.
‘Let’s try to improve again.’