- Sandie Toletti (31')
- Ivana Andrés (56')
- Lucía Moral (88')
- Estefanía Banini (90'+5')
"We never stopped believing today, more than ever," Gallardo told TVE. "We're really happy. Now we're going to celebrate."
It's the second time Atletico have won the Copa, after lifting the trophy in 2016 and falling as beaten finalists in 2017, 2018 and 2019.
Real Madrid were looking for the first silverware in their short history, after they were founded in 2020 following the acquisition of local side CD Tacon.
"We had the game. This is football. Sometimes you win and sometimes you lose," Madrid defender Kenti Robles said. "You have to take a penalty to miss it. We'll keep growing."
Atletico finished third in Liga F this season, eight points behind champions Barcelona and four points behind Real Madrid in second.
The game was played in often pouring rain, in front of a crowd of 9,217 spectators at Leganes' Butarque stadium.
- Ainara Andrea Acevedo Dudley