Neymar became the first player to score in three consecutive Copa del Rey finals since Ferenc Puskas in the 1960s, as Barcelona beat Alaves 3-1 at the Vicente Calderon.
Lionel Messi also levelled a record, becoming the first player since Athletic Bilbao's Telmo Zarra, in 1950, to score in four different Copa del Rey finals.
Neymar scored to put Barca 2-1 up after Theo Hernandez had equalised Lionel Messi's opener. Paco Alcacer added a third for the Blaugrana moments later to seal victory for Luis Enrique in his final game in charge of the club and in the last competitive game at Atletico Madrid's stadium.
Neymar also scored as Barcelona beat Athletic Bilbao 3-1 in 2015 and again as they won against Sevilla 2-0 a year later.
Puskas was the last player to achieve the feat, in 1960, 1961 and 1962, although Real Madrid twice lost to Atletico Madrid as he did so, before beating Sevilla in a third final.
Meanwhile, Messi, who has won the competition five times, scored in his fourth final.
He previously scored in the 2009, 2012 and 2015 finals -- all against Athletic Bilbao.