The Rhinos ended a barren spell in the competition, finally winning the iconic trophy after a run of six final defeats.
“I had zero expectation, regarding the Challenge Cup,” Sinfield told BBC Radio Leeds.
“The group certainly did, and I was desperate to win it. But I felt I’d tried everything else, so it was time to just crack on and not worry about it, not concern myself with it.
“And not expect anything from it, just try and turn up on the day in the Cup rounds, play as well as we can, and make sure during the week that we prepare as well as we can.
“So I think throughout my time there has been a big emphasis on the Challenge Cup, whereas this year, in particular, it was relaxed and pretty low key.
“A couple of the rounds we stayed in a hotel together and just relaxed, really.
“We didn’t try and build it up too much, and it ended up being a winning formula for us.”
Despite a more chilled attitude to the competition, finally getting his hands on the Cup meant a great deal to Sinfield.
“It was a special moment,” he added.
“I’ve walked up them steps and across that platform a number of times, and had to walk past the cup, so to finally know it was there waiting for us was great.
“It was a really special time, and I think you could see the joy and the emotion on all the players.
“We all realised the heartache that it had caused, the devastation it had caused, and the adversity we had to go through to finally get our hands on it.
“So there was a range of emotions, a great mix of emotions, but it was a special time.”