The Wings grabbed glory against Brentford B at Wingate & Finchley.
Mo Bettamer’s first half winner proved to be the difference as the talented young Bees side were beaten.
But King know one more win is needed before their attention turns to winning more silverware.
Welling are in the mix for promotion and look sure to seal a play-off place despite budget cuts this season.
The manager said: “The players have done fantastically well and it was great to get a reward.
“Everyone loves winning cups and it was a great night for the club.
“Brentford spent millions building that team and they had players who have played in the Championship, League One and League Two.
“We still need one more win to be in the play-offs so it’s important we cement that first bit before we think of anything else.”