Baxter was fulfilling his final obligation at Matsatsantsa before leaving his post and committing fully to his role as Bafana Bafana coach.
It was apparent from the onset the players intended to give their departing mentor a grand send-off as they tight-knit side thrashed Orlando Pirates 4-1 in the season finale at Moses Mabhida Stadium on Saturday.
The result means SuperSport become the first side in 35 years to retain the flagship trophy they won in 2015/16.
Baxter, who has been at the club for 15 months, has now won the Nedbank Cup on three occasions - once with Kaizer Chiefs and twice with United - to make him the most successful mentor in the cup's history.
"If I have any thought at all at the moment, it's difficult to collect after that [performance]. I think I've been playing down the importance of this game to me personally and I've been trying for the players' sake to say 'this game was not about me,'" said Baxter at the post-match press conference.
"I tried to impress upon them, 'this is about you and make it from a good season to a great season', but it is also about silverware for the club, it's about a lot of joy and happiness for our supporters.
"I have to say the players were absolutely magnificent in terms of having the game plan, coming to the football stadium, playing in the cup final and being very cold and clinical, and taking the trophy and going home. I think that is how they played and enjoyed it.
"I think they played a great game. Once we scored the second goal I think I was expecting us to score more goals because I knew that Pirates would have to come out at us and we could pick them off and the players really enjoyed the game I think.
"I'm just grateful for the absolutely top performance from a bunch of players that were tremendous since I've been at the club. At this moment I can allow myself to be satisfied and happy with the sending off from me to the club.
"It's gone in the way that we wanted."