"It doesn't get any tougher than that," said Jones, after he led the Ospreys to a 17-12 triumph in Dublin that secured the region's fourth trophy since their inception in 2003.
"We've played Heineken Cup games this year and national rugby and that's on a par. It's incredibly physical, incredibly tough.
"It was a bit difficult at times with the conditions being a bit slippery and there were some errors but that comes with the territory of cup final rugby.
"It comes down to a key decision, a missed pass, a missed tackle or a couple of tries early on and that's enough at this level.
"It's never easy away from home and there's no place tougher to come really in the Magners League than here. To take silverware in someone else's backyard was an enormous effort and thoroughly deserved."
The Ospreys outscored the 2009 European Champions and the 2008 Magners League winners by two tries to nil at the RDS, opening up a 14-3 half-time advantage that settled any pre-match nerves.
Arriving at an atmospheric venue where your opponents haven't lost for 20 months is a stiff task in anyone's book but even Leinster coaches Michael Cheika and Jono Gibbes and captain Shane Jennings admitted the Ospreys were the better team on the night.
Jones himself echoed those thoughts, emphasising the importance of a decent start against a team the Ospreys hadn't beaten in their last six attempts and praising the attitude of his fellow players who stepped up to the mark when it mattered most.
"I thought the performance was superb, (as was) the manner in which we approached the game and the manner in which the boys conducted themselves during it in an environment like this," added Jones, who has now won three Celtic titles with the Ospreys.
"I thought that we played with a maturity that allowed us to win that trophy.
"We just work incredibly hard we want to play some rugby that's both entertaining and winning. That's what we've hung our hat and we're striving very hard to do that.
"It was important that we came here and did start well, especially with the crowd, the environment and the occasion. It settles the nerves and it allows you to get some rhythm.
"We talked in the week about coming here and being brave, being bold and I thought we were early on. We were fortunate enough to take chances which we've possibly come under a bit of criticism for not doing in recent months. That allowed us a little bit of comfort going into half time.
"We've fought incredibly hard to get some recognition for the effort we've put in this year. I just hope that trophy goes some way to doing that, to get people to support us rather than continually take shots at us.
"Nights like tonight give you that confirmation that you're going the right way. We've beaten one of the best teams in Europe, there's no doubting that."