The former Spain international left Madrid last summer after 15 hugely successful years at the club for a new adventure in Germany.
However, the Madrid giants, who have now won the Copa del Rey 18 times, remain close to Raul's heart.
"It was an intense and emotional game,” the 33-year-old told Spanish daily AS. “What makes the victory even better is that it was against a great team like Barcelona. I'm happy for all the fans I saw at the game and the supporters at Cibeles who celebrated the title.
"To the board, employees, team and supporters, I extend my congratulations because there was nothing easy about the victory at the Mestalla."
Raul will be hoping for domestic cup success of his own when Schalke come up against Duisburg in the DFB Pokal final at the Olympiastadion in Berlin on May 21.