MADRID — Inter Milan is champion of European soccer for the first time in 45 years and appears about to lose the coach who ended the long wait.

Diego Milito scored a goal in each half to lead Inter over Bayern Munich 2-0 Saturday night, making Jose Mourinho just the third coach to win the European title with two clubs.

Mourinho, the self-proclaimed "Special One," said after the game he is likely to leave to become coach of Real Madrid.

"This makes me feel really sad," Mourinho said. "I've become part of Inter's history and I don't want to talk about anything else. If I talk about it, I'll cry, and I don't want to do that."

Yet, he did talk more about Real Madrid. Mourinho said he plans to speak Monday with Real Madrid president Florentino Perez.

"If I go, it will be because Real is an enormous club that wants the same things I want — just like what Inter wanted," Mourinho said. "I want to become the only coach to win the Champions League with three different clubs. I like tough challenges in my career."

In the first Champions League final played on a weekend, Milito scored in the 35th and 70th minutes at Real Madrid's Santiago Bernabeu Stadium to give Inter its third European title, following back-to-back wins in 1964-65. Inter completed an Italian treble following victories in Serie A and the Italian Cup.

"This is a joy I've never experienced," said Milito, who finished the season with 30 goals. "Football always gives the chance for redemption. I always fought hard and tried to give my all and learn as much as I could, even though I'm 30."

In Milan, thousands of Inter fans gathered in Piazza Duomo before the city's Gothic cathedral. At the final whistle, fans went into the streets, waving flags and honking their cars' horns.

Mourinho also won the Champions League with FC Porto in 2004 before becoming Chelsea's manager.

Ernst Happel (Feyenoord 1970 and Hamburg 1983) and Ottmar Hitzfeld (Borussia Dortmund 1997 and Bayern Munich 2001) also accomplished the feat.

"Now in Europe my name has made a big impact and it would not have been possible without Mourinho," Inter's Wesley Sneijder said. "This team will lose its architect. He designed the tactics, and we executed them perfectly, and that's why we won."

Mourinho triumphed over Bayern Munich coach Louis van Gaal, his former boss at Barcelona.

"We were not good enough to impose our game," van Gaal said. "Inter only reacted but they still won deservedly. The timing of the goals was decisive. The players learned today that it comes down to small details.

"I still have the feeling that we could have won. There were no great difference. We attacked, Inter defended. but you have to be in great shape to beat Inter and we were not today. I still think Inter merited the win."

Inter forward Samuel Eto'o became a European champion for the second straight season after winning with Barcelona last year.

Bayern also had been trying for a treble after winning the Bundesliga and the German Cup.

"Bayern did not have its day," honorary club president Franz Beckenbauer said. "We had a few moments at the start of the second half but that was not enough. They made fewer mistakes."

In the first Champions League final televised by a U.S. over-the-air network, Inter followed its semifinal victory over Barcelona with another solid performance.

Milito scored the first goal following a long kick upfield by Inter goalkeeper Julio Cesar. Milito headed the ball on to Sneijder, who returned it immediately with a superbly accurate pass through the defense. Milito held off a defender before beating goalkeeper Joerg Butt from 12 yards, sparking wild celebrations among the Inter fans at the other end of the stadium.

"They deserved to win," Butt said. "They defended very well. We never found our game and could not get past their defense. They have great strikers."

Inter doubled the lead when Eto'o's pass found Milito on the left and the forward twisted past Daniel van Buyten before shooting inside the far post in front of the Inter fans.

Inter captain Javier Zanetti lifted the trophy after his 700th appearance for the club.

"This is really emotional," said Inter president Massimo Moratti, whose father Angelo ran the club when it won the titles in the 1960s. "The team played a perfect game. It's unbelievable for me to be able to relive the emotions I experienced so many years ago."