Whilst celebrating on a open-top podium, Ramos announced to the crowd of supporters: "We are going to sing a song, because sometimes some people forget."
He and the fans and players then sang in unison: "Let all the Indians [Atletico] know who is in charge in the capital."
The gathered Real Madrid supporters loved the gesture, but it likely didn't go down too well with the red half of the city.
However, there was reasoning behind Ramos' jab at rivals Atletico during the victory parade.
After beating Marseille to win the Europa League earlier this month, Atletico captain Juanfran had done the very same gesture to their own fans, shouting over the speakerphone: "Let the Vikings [Real] know who's boss in the capital."
It's a rivalry that very much divides the city of Madrid, and one that is now set to come face to face with one another for the UEFA Super Cup at the start of next season.
Ramos was the hero-and-villain, depending on which team's viewpoint you followed, during the final and was happy to take up the role once more during the victory parade.
His rough tackle on Mohamed Salah in the first half of the final forced the Egyptian talisman off the pitch - with many fans believing it was a deliberate act from the veteran defender - and making for a much different final to what could have been.
Two costly mistakes by Loris Karius, either side of a sublime overhead kick by Gareth Bale, saw Ramos and Real Madrid lift the trophy with a 3-1 win.
Los Blancos earned their fourth Champions League win in five years and Ramos became the first player to captain a team to three consecutive trophies since Franz Beckenbauer in 1974 to 1976.