"It's a huge achievement for the club," he said.
"It is so important that we savour this moment and enjoy it.
"We are going to take a really long day off tomorrow and then get straight back into things but we deserve to enjoy this feeling.
"There are some huge games ahead of us but we are focusing on today first.
"Before the game we said that nobody remembers semi-finalists but being honest the same can be said to finalists. We have done remarkably well but we haven't really done anything yet."
Northampton raced into an early lead in Milton Keynes and were dominate from that point and even though they conceded a try right on the stroke of half-time Mallinder and his coaching team didn't have to change anything at the break.
"We went in at half-time and forgot about the seven points we just conceded," he added.
"We focused solely on the fact we were 13 points ahead and focused on what a cracking first half it was and told the guys to just continue what they were doing."
From the outset the Saints controlled the proceedings, their power upfront caused the visitors problems all afternoon and the back-three of Ben Foden, Chris Ashton and Paul Diggin posed a constant threat.
Mallinder was keen to heap praise on his entire squad but singled out the back three trio.
"They were simply world class in the second-half," he added.
"I thought they stepped up and showed their class."