"The time at Fulham has been quite magical for me," the much-travelled manager told ITV after a 2-1 second-leg victory over Hamburg SV at Craven Cottage on the bank of the River Thames on Thursday.
NEWS:Fulham reach final
"From the moment I came in I established an immediate rapport with the chairman who has been very good during my time here. He's given us the backing we need."
The former Inter Milan and Switzerland manager also thanked the London club's players and supporters after their 2-1 aggregate victory in the semi-finals.
"Tonight is a reward for the fans who have supported us so well over the last two years and it's certainly for all those really faithful Fulham fans who have seen some bad times through the years," said Hodgson.
"I know the players are never going to let me down. Football is an emotional game so in a semi-final they could be excused for losing their heads or discipline but they didn't do it tonight."
Just 13 years ago Fulham were in the fourth tier of English football.
Atletico also reached the May 12 final in Hamburg after beating Liverpool on away goals when their tie finished 2-2 on aggregate.
