Cristiano Ronaldo, the superstar player for Al Nassr, was overcome with emotion and burst into tears as his team suffered a heartbreaking 5-4 defeat on penalties against Al Hilal in the King's Cup final last Friday.
The defeat means Ronaldo will not win any trophy this season.
Al Hilal have now also completed the league and cup double.
The match in Jeddah ended 1-1 in regulation time and extra time failed to provide a winner.
Aleksandar Mitrovic gave Al Hilal the lead in the seventh minute, before Aiman Yahya levelled the game in the 88th minute.
A feisty game saw the referee produce three red cards, with David Ospina sent off for Al Nassr in the 57th minute before Ali Al-Bulayhi and Kalidou Koulibaly followed late on for Al Hilal.
Al Hilal goalkeeper, Yassine Bounou was eventually the hero as he saved Al Nassr’s final two penalties to secure the trophy.