Leeds 18-28 Wigan
Leeds (10) 18
Tries: Hall 2, Jones-Bishop, Ablett
Wigan (16) 28
Tries: Lima 2, Charnley, J Tomkins, Leuluai
Goals: Richards 4
Thomas Leuluai's late try earned Wigan their first Wembley Challenge Cup final win in 16 years as they saw off a brave effort from unfancied Leeds.
Wigan led 16-0 inside 28 minutes after tries from Josh Charnley, Jeff Lima and a stunning score from Joel Tomkins.
But Leeds hit back either side of half-time with tries from Ryan Hall, Ben Jones-Bishop and Carl Ablett.
Lance Todd Trophy winner Lima then scored again before Hall's second try, but Leuluai's late effort was decisive.
Video referee Steve Ganson took his time before deciding that it should count, giving the attacking side the benefit of the doubt as to whether Leuluai had grounded the ball with sufficient downward pressure.
For Leeds, it was a fifth cup final defeat since they last lifted the trophy in 1999, but they can at least feel comforted that they put in a better performance than they had managed here 12 months ago when they were hammered 30-6 by Warrington.
Although Wigan did beat St Helens in the 2002 final at Murrayfield, it was their first Wembley victory since the eight-year winning run came to an end with the second of their two successive cup final victories against Leeds in 1995.
Neither team was quite as expected for the third Leeds-Wigan Wembley final.
Ablett and Kallum Watkins were both passed fit to play for last year's beaten finalists at centre, but Ryan Bailey started on the bench, with Brett Delaney preferred at second row.
As for Wigan, in their first visit to Wembley in 13 years, they left Paul Prescott on the bench, switched Leuluai initially to hooker and selected Brett Finch at scrum-half, with Paul Deacon at stand-off.
Wigan made a great start, dominating the early territorial exchanges on the back of Sam Tomkins releasing Ryan Hoffman for a devastating 70-yard break.
But, after several near misses, it was not until the 10th minute that they finally got their first points on the board when Charnley went in at the right corner, Pat Richards maintaining last week's poor kicking form as he hooked his touchline conversion across the posts.
It took Wigan until the 24th minute to score again. Brent Webb made a horlicks of handling Leuluai's towering bomb and, from the resulting scrum, Jeff Lima slipped in to the left of the posts, Richards this time converting.
Former Great Britain international Jonathan Davies on BBC One
“It's not a nice place to be for Leeds. They showed a lot of character and will have to now get ready for the Super League. They fought back but weren't good enough. A couple of decisions went against them but Wigan deserved their win”
But, just four minutes later, it was 16-0 when Wigan counter attacked deep in their own half and, fed by younger brother Sam, Joel Tomkins got free, surged down the right touchline and then cut inside, beating four men in the process to score one of Wembley's great tries - the sort of stunning virtuosity expected of his much-hyped sibling.
The stage was set for Wigan to go into cruise control unless Leeds responded, but the Rhinos got what they were looking for from their inspirational captain, Kevin Sinfield twice being involved in the move that led to Hall going over in the left corner.
Sinfield hit the left upright with his kick but, with heavy rain suddenly starting to bucket down, the Rhinos were right back in the contest.
And, just three minutes from the break, they scored again on their other wing when, released by the darting Rob Burrow, Jones-Bishop cashed in on poor Wigan tackling to bulldoze over in the right corner.
The first half of the second period was a fraught, nervous spectacle with errors aplenty as both sides searched for the next crucial score.
But Leeds finally got the scoreboard ticking again just before the hour when Ablett twisted his way over.
It was too close to the touchline to make the conversion easy and, spurred by Sinfield screwing his kick wide to miss the chance to tie the scores, Wigan went upfield and struck back immediately.
Having been the beneficiary of what looked a suspiciously forward pass, Lima stretched out an arm to score his second try.
Richards added the extras to put Wigan back in a relative comfort zone, two scores in front again, at 22-14.
But, with 10 minutes left, Hall set up a tense finish when he squeezed in at the left corner for his 24th try of the season.
Sinfield again missed the kick, leaving Wigan 22-18 in front but Leeds were on the march, scenting victory, only Sam Tomkins' frantic rescue act saving Wigan after Jones-Bishop's electric burst down the right.
And it needed all the guts they could muster for the Warriors to turn the tide for one final time when Leuluai spotted the smallest of openings and dived over.
Richards added his fourth kick out of five - and that put the icing on the pie as Wigan extended their Challenge Cup record to 18 wins.
Wigan coach Michael Maguire:
"To be here is unbelievable. All the players put their hands up.
"Leeds threw a lot at us but we withstood the pressure. They are a special bunch, one that will go down in Wigan history.
"We'll enjoy this and then get ready for Warrington game and get back to it."
Leeds coach Brian McDermott:
"We gave ourselves too much of a hill to climb, but I'm proud of the lads to get within touching difference.
"Those refereeing decisions are irrelevant now, I would be wasting my breath.
"There has been some disrespect shown to some of the lads in there, some of the lads who have been around and done some things, by the media and I'm proud that they have given Wigan a real scare."
Leeds: Webb; Jones-Bishop, Ablett, Watkins, Hall; Sinfield, McGuire; Leuluai, Buderus, Peacock, Jones-Buchanan, Delaney, Hauraki.
Replacements: Burrow, Clarkson, Bailey, Kirke.
Wigan: S. Tomkins; Charnley, J. Tomkins, Carmont, Richards; Deacon, Finch; Lima, Leuluai, Coley, Hansen, Hoffman, O'Loughlin.
Replacements: McIlorum, Prescott, Farrell, Mossop.
Referee: Phil Bentham (Warrington).