Chloe Kelly stepped up to score the winning penalty for England as they secured their second consecutive European Championship.
England came from behind to lift the trophy and were only ahead of a single minute throughout the knockouts.
Speaking to the BBC after the game, Weigman hailed the Lionesses for their “incredible” achievement.
She said: "No, I can't believe it! We said we can win by any means, and that's what we have shown again today. I am so proud of the team and the staff. It is incredible.
“I just can't believe it. I have a medal around my neck, and we have a trophy. It has been the most chaotic tournament on the pitch - all the challenges we had on the pitch against our opponent. From the first game, it was chaos.
“Losing your first game and becoming European Champions is incredible. Football is chaos."