The 26-14 win at Worcester's Sixways Stadium guarantees Heineken Cup rugby for the Tigers next season and also, as Cockerill suggested with a wry smile, might stop people asking him if he was 'under pressure' in his job.
But he insisted it was "a day for the players, not coaches" after tries by man of the match Steve Mafi and an intercept by Scott Hamilton gave the Tigers breathing space to hold off a strong Northampton rally in the second half. The visitors' try, scored by Christian Day, came too late.
Cockerill said: "I was delighted with the performance, delighted for some of those guys on the fringes that were playing in a big game for the first time.
"We were a bit fortunate with the interception taking us out of sight but I thought we were good for the win.
"There was some good grit and determination out there - we were under the cosh for the whole of the second half virtually but the attitude of the players has been outstanding for the last four or five weeks.
"It was a fierce game. I'm sure it was a great spectacle for the neutrals - if there were any in the stadium.
"As I told the players during the week, it's Leicester-Northampton. We've not met in a final in 130 years. It's one we don't want hanging around our necks for losing."
Cockerill will derive great satisfaction from winning a trophy largely with a 'shadow' squad, after resisting the temptation to play more of his regulars as the competition progressed.
"You get this far, you want to win it," he said. "I picked a side that was mixed, to a point, but one I thought could win the game.
"Saints had their chances - they didn't take some. We were under the cosh for large parts of the game but if you don't take your chances, they come back to haunt you and you get punished. We took our chances."
Saints director of rugby Jim Mallinder refused to point the finger at fly-half Stephen Myler for throwing the interception pass that gave Leicester wing Scott Hamilton a match-winning try.
He said: "Sometimes that happens. I think he saw someone coming out of the line and tried to get the pass over him.
"It just didn't happen for him. It's just unfortunate - I don't blame him for trying it.
"On our day we could easily have won that game, But it wasn't our day.
"If we had looked after the ball a bit better in the first half, we wouldn't have gone in seven points down.
"We came out a little bit inaccurate but we played some good rugby. With a bit more accuracy we could easily have scored.
"We're not down and out. We're still a good team and can get through to the play-offs."
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