The Spaniard said he will wait until after the club's Pro League campaign finishes on Saturday before deciding whether to stay on for a second season.
Sanchez Flores bides his time over new Al Ahli deal
"I want to think well about this decision, if I am able to improve the team," he said. "So I will make this decision after the end of the [Pro League] season. "In the last two months, we have improved a lot. We have taken the right decision on the line-ups. So we are moving in the right direction."
The coach has received attention from some of Europe's top clubs, and Al Ahli have reportedly offered him €1.2 million (Dh5.6m) to stay.
But after claiming the trophy with a shootout win on Monday night, he was in no mood to make a decision. "I think this is not the moment to think about the future," Sanchez Flores said. "This win is very important for the team and I congratulate my players."
Al Ahli's Faisal Khalil said the cup victory would a welcome bonus for the team, who are seventh in the Pro League, and would benefit them next season.
"This win will give us a big confidence boost for the next season," he said. "We had gone for two seasons without winning anything, so it is great to get something in this season. I hope all our fans and all the people at Ahli are happy because this is our first Etisalat Cup win. We have won all the other championships earlier and this was the only one missing."
Grafite, Al Ahli's Brazilian striker, finished as the Etisalat Cup's top scorer with 13 goals. He, too, saw the victory as a building block for next season.
"It is a great moment for all of us because it is not every day that you win a trophy, against such a strong opposition," he said.
"Now we hope we can build on this and fight for more trophies and the league title next season."
Players and coaches were concerned about the heat during the match. One player, Shabab's Ciel, required medical attention for exhaustion and breathing problems.
"It was very difficult because the weather is so hot. When you play 120 minutes and then the penalties, it's not so easy, Grafite said.
"But we are in very good condition. We have some good professional working for us and our conditioning helped us."
Paulo Bonamigo, the Al Shabab coach, said he was proud of his team's effort.
"During the week and the last month, we have had some problems with injuries and we tried to rush the players through their recovery so that they are fit for this final," he said. "We had little time to prepare the team. We took part in five competitions this season and we finished in the penalties here, so we have to congratulate the players."
Follow us @SprtNationalUAE