The Blues beat Liverpool 2-1 at Wembley last night to set themselves up perfectly for their May 19 showdown with Bayern Munich at the Allianz Arena.
It will be Chelsea's second Champions League final after they lost on penalties by Manchester United in Moscow in 2008.
They went into that game having been beaten to the Barclays Premier League title, as well as losing the Carling Cup final.
Goalkeeper Cech, who produced one of the greatest saves in FA Cup final history to help Chelsea to victory, said: "When you win a cup and you go to the Champions League final, it gives you a lot of confidence and the mood is obviously different when you win a cup than when you lose a cup.
"We have two weeks to prepare and we have another opportunity to have this same feeling again.
"We can concentrate on that full of confidence - it would have been completely different if we'd lost, but we didn't."
That they held on was down to Cech, who produced a simply extraordinary stop from Andy Carroll in an incident reminiscent of the 'ghost' goals both Liverpool and Chelsea had scored in matches over the last seven years.
Replays and computer graphics appeared to show Cech only just prevented the whole of the ball crossing the line.
The 29-year-old, who collected his fourth FA Cup winners' medal, was adamant he had kept it out.
But with Chelsea having been controversially awarded a goal in almost identical circumstances in the semi-final, Cech could not believe goalline technology was still not in place in football.
"It should've started 10 years ago," he said.
"I understand the point people are making that not everybody would have the chance - or every league have the chance - to have the same possibilities to have the video linesman.
"But, in the end, you can't compare the Premier League even with the Czech league.
"If you look around, football is actually the only sport in the world at the highest level which doesn't have that help.
"There are people thinking about it. They haven't allowed it for I don't understand what reason."
What was not in doubt was Didier Drogba making history by becoming the first man to score in four FA Cup finals.
The striker maintained his record of netting in all eight cup ties he has played at the home of football and Cech said: "This is his stadium, he's been scoring all the time and you can see it coming.
"Every time he touches the ball, he shoots, he scores."
Caretaker boss Roberto Di Matteo also became the first manager to win the cup having scored in a previous final.
The Italian's prospects of being appointed full-time were also boosted.
"It didn't do him any harm by winning the cup, I'm sure," said Cech, who insisted it was down to the board whether Di Matteo was kept on.
"As a player, I need to respect any decision of the club.
"I will not say anything because I've been saying it all the time.
"There have been eight managers (since I joined the club)."