Wharton put in a superb all-round display, constantly putting the Rayo midfielders on the back foot with the timing of his passes. The midfielder was awarded the UEFA Player of the Match title after the final whistle.
He was an injury doubt after going off during the final Premier League game of the season against Arsenal.
But Wharton later revealed he was never going to miss the chance to play in a European Final.
"I've pretty much just had my foot in an icebox for the last couple of days," he added. "I was just trying to get the swelling down and have a few painkillers and that was it. It managed to do the job.
"To be fair I couldn't really shoot fully! It wasn't very comfortable, but I'm not going to miss a cup final for a little swollen ankle."