Lewis Ratcliffe and Jesse Phillips each scored three goals to lead the Roughnecks past the Buffalo Bandits 14-11 in front of a rowdy crowd of 19,209 at the Pengrowth Saddledome in Calgary.
Calgary, in just its third year in the NLL, collected road wins over the San Jose Stealth and then Colorado Mammoth before winning the Champion's Cup at home.
Calgary goaltender Curtis Palidwor made 41 saves to take home MVP honours.
The Roughnecks lead 11-6 late in the third but let the lead gradually slip away until Calgary captain Tracey Kelusky scored his first of the night with just over two minutes to play, making it 13-11.
"We're just a great team," Kelusky said. "It feels awesome."
The fans cheered wildly as the final seconds ticked away on the clock.
Veteran John Tavares scored three goals and added three assists in reply for Buffalo. The Bandits, who last appeared in the championship in 1996, captured three pro titles in the 1990s.
