Bournemouth took the lead after Kenni Thompson’s goal in the sixth minute, and defended brilliantly for the rest of the game.
But as Argyle grew desperate to equalise, they threw everything at Bournemouth and struck the woodwork twice in their search.
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But the Cherries held on. Hennessy told the Daily Echo that their late defeat to Plymouth the week previous in the league helped them to get across the line.
“I think last week that was in the back of our minds that we didn't want to feel like that again,” she said.
“And that last 10 minutes, honestly, was probably the toughest 10 minutes I've ever played. But Scads [Katie Scadding] made some unbelievable saves.
Jessica Hennessy (Image: Antony Roveschi)
“KJ [Katie James] had an unbelievable clearance. Everyone was just there. And to be honest, we got lucky as well, some things did bounce for us.
“But yeah, it was a tough 10 minutes, but we just stuck together as a team and all the encouragement on the side of the pitch really just drove us on.”
Reflecting on her emotions at full time, Hennessy said: “I'm absolutely delighted.
“I think after last week we wanted to put things right and thankfully it went our way today. But everyone was just unbelievable.
“I was lucky enough to get player of the match, but honestly, you could have given it to anyone out there. Everyone was just unbelievable.
“So we're just absolutely delighted and really proud to bring home a cup to the club and after everything they've done for us, they've been unbelievable. So yeah, really proud moment for us all.”
Hennessy praised her teammates for their defensive efforts and, while she felt they could have been further ahead, they won the game through their strength at the back.
“Defensively, I thought we were very good,” she said.
Jessica Hennessy (Image: Antony Roveschi)
“I don't think we conceded a goal in this competition, which is absolutely crazy to think of. So that's fair dues to Scads and Erin for that.
“But yeah, defensively, obviously you always want a clean sheet, and thankfully we got that today.
“And then Kenni with the goal and a few chances that we've had that probably should have put away. But again, defensively, we were so strong, and I think that's what got us over the line today.”