Neymar, 24, scored the second goal in Barca's 2-0 Copa del Rey triumph against Sevilla on Sunday - his eighth trophy in just three seasons with the club.
However, Neymar has been linked with a move away from Barca, with the Brazil international yet to sign a contract extension with the Spanish champions.
But as Barca celebrated their domestic double in front of the Camp Nou faithful on Monday, Neymar reiterated his desire to stay at the club.
Speaking to the Barca fans, Neymar said: "It has been a great season for us. It was a difficult one, because we were sad after being eliminated in the Champions [League].
"But we did all we could to win the other two cups, and here they are.
"Thank you for celebrating one year more with us. Thank you for everything.
"I am happy at this club and I am part of Barca. Go Barca, and go Catalunya!