Las Vegas - Alex Ovechkin hoisted the silver mug up high over his head and said he could not think of any better feeling than the joy of winning his first Stanley Cup title.

"This is even better than I imagined. I think it's just like a dream," said Ovechkin after the Washington Capitals defeated the Vegas Golden Knights 4-3 to capture their first NHL championship in franchise history on Thursday.

Ovechkin didn't want to leave the ice surface at T-Mobile Arena in Las Vegas. After parading the Stanley Cup around, he disappeared into the dressing room but then reappeared wearing sandals instead of skates. He spent the next half hour hugging teammates and coaches, doing interviews and taking pictures with family and friends.

"You know, it was hard, long season," he said.

"We fight through it. We work so hard through all the years. We always together. 

"It was the whole one team sticking to the system. It doesn't matter what happens, we didn't panic. Even after the third period, we knew we just have to push it and get result done."

And they did, as Devante Smith-Pelly and Lars Eller scored third period goals to cap a come-from-behind victory that sparked a wild celebration by the Capitals and their fans who crowded around the edges of the ice surface and behind the players bench cheering their heroes well after the final buzzer sounded.

"I don't think anybody was thinking it was going to be the Stanley Cup finals between the Capitals and Knights," Ovechkin said. 

"But if we play the right way, we're going to stick together, stick to the system, play smart, and we're going to get results. I think everybody was on same page, and we ended up with a Stanley Cup."

And Ovechkin ended up with the Conn Smythe Trophy as the most valuable player of the playoffs. He finished with a league leading 15 playoff goals and placed second overall behind teammate and fellow Russian Evgeny Kuznetsov in points with 27.

Ovechkin becomes the second Russian-born player to win the Conn Smythe Trophy and the fourth player born outside of North America to earn the honour, joining Russian Evgeni Malkin 2009; Swede Henrik Zetterberg 2008 and Swede Nicklas Lidstrom in 2002.

"It’s amazing. He’s worked so hard, I mean it’s been a long time," said forward Smith-Pelly of Ovechkin.

"He’s one of the greatest players ever and now his legacy is 100 percent cemented."

Ovechkin said this team had an inner belief that made it special.

"The last couple years we didn't pass through the second round of the playoffs," he said. "Just playing, but no satisfaction.

"Finally we did. We knew this year is going to be our year." 

The Capitals fell behind in the second period in game five after Reilly Smith scored in the final minute to make it 3-2.

Ovechkin said there were no great speeches in the locker room in between the second and third period, just a collective confidence among the group. 

"It was pretty quiet. We just said 'stay the same way, keep the same way, stay focused. Just grind it out, you get it done.'"