Goals from Elliot Embleton and Ross Stewart sealed a 2-0 win over Wycombe Wanders, and capped a remarkable few months since Neil took charge.
Neil said he had urged his players to make history in his pre-match team talk, and watched on in delight as they went on to do exactly that.
"I said to the lads in my team talk before the game, it's about moments in your life, your career," Neil said.
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"You can get all the money in the world, play at a higher level, all of that, but if you think about all the key players in history, it's their moments. Van Basten's volley, Maradona's little flick over Shilton, it's moments in time that are the most important thing.
"That's what I said to the lads: This is your moment in time. You can be the hero and no one will ever be able to take it away from you.
"For Sunderland fans, this group, they will always be remembered and I'm so, so pleased for them that will be the case."
Neil said he had complete confidence his side would go on to win following Elliot Embleton's early goal.
"To be honest, after we scored I expected us to win," he said.
"Because I think we're the type of team where, if we score against you and you have to come out against us, you're in trouble.
"I thought we were able to make the changes at the right time, Jack came on and was really effective.
"It's been a really good day for us.
"The most pleasing for me that you could possible imagine is that we've delivered for people who might never have seen us win here.
"The thing that worries me most is letting people down, people who trust you and invest in you.
"I just wanted to give people what they wanted, and that means as much to me as anything else."