Leicester lifted the trophy for the first time in their 137-year existence by beating Chelsea 1-0 on Saturday, with Vardy saying the Foxes had risen to the challenge set by manager Brendan Rodgers following his appointment in February, 2019.
“It’s a brilliant feeling,” said Vardy, whose career began at Stocksbridge Park Steels.
“We’ve managed to do it, but when the gaffer came in over two years ago, he said he wanted to keep progressing, how he wanted to play, and he wanted us to be challenging for trophies.
“Now we’ve got one, we’re going to be wanting some more. It’s hard work, dedication and we want to progress as much as we can.
“You can see with how he’s got us playing, he wants us to play a certain way and that’s exactly what we’re doing. Everyone’s bought into it.
“To keep that progression going is testament to himself and what he’s working with us on the training field, and testament to the lads for wanting to put the work in.
“We’ll keep going, keep progressing as much as we can and there’s two important games now in the league to look forward to.”
Former England striker Vardy, a Premier League title winner with Leicester in 2016, said Wembley success was even more special with Foxes fans in attendance after coronavirus restrictions had been eased.
“To do it on a night, I know it isn’t everyone, but 6,000 to 6,500 Leicester fans here with us, the noise they were making cheering us on, it just makes that feeling even more special,” said Vardy, who has now played in every round of the FA Cup during his career apart from the extra preliminary round, having featured for Halifax Town and Fleetwood Town.
“It’s massively up there. Winning anything, any trophy, you have to put it at the top.
“It’s not an easy thing to do, so I think it’s testament to the lads for the performance they put in – attacking together, defending resolutely together.
“You’ve seen at the end, everyone has left everything on that pitch and I think we deserved the win overall.”
Youri Tielemans scored the winner with a spectacular long-range effort as Leicester claimed the trophy for the first time in their fifth FA Cup final appearance.
“It’s Youri, isn’t it?” Vardy said of the Belgium midfielder. “That’s what he’s there to do. As soon as he hit it, I knew it had a really good chance.
“Just to watch it fly into the top corner, that goal was worthy of winning any game. They were putting a lot of pressure on us, but you’ve seen that we’ve defended as a team together, defended resolutely. They’ve got in at the end, but it was offside.
“So, that’s telling me that we’ve held our defensive line really well, and then to see it out all the way to the end, and listening to that full-time whistle. It’s just an unbelievable feeling.”
The final was the most-watched game of the season with a peak BBC TV audience of 9.1million viewers. There was also a further two million live programme requests across the BBC’s digital platforms.
Chelsea: Arrizabalaga, James, Thiago Silva, Rudiger; Azpilicueta (Hudson-Odoi 76), Kante, Jorginho (Havertz 75); Alonso (Chilwell 68), Ziyech (Pulisic 68), Mount; Werner (Giroud 82). Unused substitutes: Zouma, Mendy, Gilmour, Emerson Palmieri.
Leicester City: Schmeichel, Fofana, Evans (Albrighton 34), Soyuncu; Castagne, Tielemans, Ndidi, Thomas (Morgan 82); Perez (Choudhury 82), Iheanacho (Maddison 67), Vardy. Unused substitutes: Ward, Amartey, Ricardo Pereira, Mendy, Praet.
Referee: M Oliver (Northumberland).
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