Newcastle delivered a cruel ending to Heidelberg United's fairytale run with a 3-1 extra-time win in the final in front of 10,000 fans at Melbourne's Lakeside Stadium on Saturday night.
An extraordinary strike from 19-year-old Oscar Fryer in the 96th minute delivered the Jets the silverware in their maiden final under former Socceroos captain Milligan, who conceded it was a "nice start" to his tenure.
With their first trophy since the 2007-08 championship, Newcastle, who as late as last year were being propped up by other A-League clubs, claimed a $50,000 prize purse and a berth in the Asian Champions League 2 competition next year.
"For me, it's for the fans. They've waited a long time for silverware, waited a long time to be in finals," said Milligan, whose celebrating players crashed the press conference and soaked both him and midfielder Max Burgess with drinks.
"It's never easy. It's extremely difficult to make finals. There's players, fantastic players, who go through their careers without making a final.
"It's for the fans, the support through the tough time that they've given.
"We've spoken a lot since I've come in that we want the support of the fans but we have to show who we are.
"We have to show every day who we are, show every game who we are and what we're becoming. It's up to us to repay them and this is just the start of that."
Victorian champions Heidelberg, a semi-professional team comprised of tradies, engineers, Uber drivers, care workers and more, had previously seen off Western Sydney, Wellington and Auckland FC without conceding.
The proud Greek-backed club had their chances to win and become the first non A-League club to win the Cup, but ultimately fell short.
"It was a good game of football. It had everything. A fantastic crowd, a fantastic spectacle," coach John Anastasiadis said.
"I'm proud of my boys, it was their 40th game this year, they fought like lions today but unfortunately we just fell a bit short."
Heidelberg were denied a stonewall penalty in the third minute when Mohamed Aidara was clipped by Jets skipper Kosta Grozos.
But five minutes later, Asahi Yokokawa swung a free kick past the back post where Bergers skipper Ben Collins headed the ball across goal for fellow centre-back Ryan Lethlean to nod home.
It sent the yellow-and-black standing room area of Lakeside Stadium into ecstasy, with flares going off and Anastasiadis celebrating with a double fist-pump.
"We haven't seen so many Heidelberg people at games for so many years and to see them here, to give them that little bit of ecstasy I suppose in scoring a goal was a moment to be cherished," he said.
"I think we'll be playing that goal over quite a bit - but not the three goals we conceded."
The Jets equalised in the 21st minute when Thomas Aquilina was released down the right and cut the ball back for Max Burgess, the Mark Viduka Medal winner for man-of-the-match, whose sweet first-time shot beat Yaren Sozer.
But when Fryer beat Fletcher Fulton, cut into the box then whipped a left-footed strike home, the travelling Jets fans went into party mode.
Heidelberg appealed for a penalty when Susnjar outbodied Akiel Raffie, but their pleas were waved away.
Jets skipper Grozos was sent off for a second yellow card in the 113th minute and Heidelberg substitute Johnny Apostolopoulos received a straight red card shortly after.
Then, Nunes teed up Ben Gibson to ice the game and send the Jets into ecstasy.
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