Quins landed the LV= Cup with a four-try, 32-14 victory over a battling Sale at Worcester's Sixways and now they are battling for two other major prizes: retaining their Aviva Premiership title and also lifting the Heineken Cup.
O'Shea said: "I'm just over the moon for the group. It is a long way into the season and we face a massive next nine weeks but, for those players, that is something that is a reminder to everyone coming back in the next couple of weeks. For the club, not only is it a major trophy."
The result marks the first time Quins have won the domestic knockout cup since 1991 and the many youngsters blooded in the LV= Cup means Quins will have the nucleus of talent "for a decade to come," according to O'Shea.
He added: "When you look at four guys in the tight five who are 21 and under, that is something for them to store away in their locker for years to come and they are the cornerstone of what this club will be about for a decade or more.
"They have won a national trophy and we said before the game not to take anything for granted because you never know when you will get there. We have been very fortunate to be in a number of finals in the last few years and to have come away with a trophy."
Wing Tom Williams, number eight Tom Guest, centre Tom Casson and flanker Luke Wallace all crashed over for Quins, while fly-half Ben Botica added 12 points via two penalties and three conversions. Sale's solitary try came via centre Johnny Leota with Danny Cipriani kicking three penalties.
And O'Shea said Quins' England contingent, in the stands to watch their team's victory after the end of the RBS 6 Nations, are ready and eager to get back into action.
He added: "There is a good vibe in the dressing room and a lot of very proud parents of young men but it sets us up to really attack what will be ups and down in the coming weeks. We know that.
"We have Saracens away and Gloucester away five days later, Munster in the Heineken Cup, Bath. Worcester, Northampton. It is just so unbelievably exciting for this group. Now everyone will have to play their part. We have a lot of quality to come in."