The Spanish midfielder tucked away the decisive 12th penalty in a 6-5 shoot-out win over Lyon at the Stade de France, following a disappointing goalless 120 minutes, in what was the last ever Coupe de la Ligue final.
Sarabia told Canal+ Sport: "It was an especially difficult game. But it's true that we won four titles this season. It was important to give a good impression and show good rhythm before the Champions League.
"This win will give us confidence. There's a great confidence in the team. Now we want to make sure we're physically ready for the game against Atalanta."
That clash with the free-scoring Italians is the Champions League quarter-final game that will take place in Lisbon on August 12.
Sarabia's midfield colleague Marco Verratti said PSG would deservedly celebrate on Friday before turning their focus to Atalanta.
Verratti told France 2: "To play a 120-minute match, after a four-month hiatus ... we suffered. It's nice to win at the end."
He added, according to L'Equipe: "We're going to party and tomorrow we'll be thinking about another great match."
Asked about Marquinhos and Thiago Silva who went off with physical complaints, Verratti said both were "doing well".
"They had a bit of cramp," he added. "Playing 120 minutes isn't easy, but it's nothing serious."