Rai was speaking at a press conference at Paris City Hall on Monday, where he expressed his happiness at PSG's achievement.
"This is a historic moment for Parisian football," Rai said. "I'm very proud of what we've achieved. We've done a great job in developing our young players, and our team is strong and united."
Rai believes PSG's youth development programme is one of the strengths of French football.
"We've worked hard to give young players a chance to shine, and it's paid off," he said.
Rai also praised the work of PSG's manager, Luis Enrique, and his staff.
"They've done a fantastic job in getting the best out of our players," Rai said.
Despite Inter Milan being a strong team, Rai thinks PSG have a good chance of winning.
"We've beaten some big teams this season, including Liverpool and Arsenal," he said. "Our team is young and united, and we're playing well both at the front and back."
Rai acknowledged that Inter Milan are a great team, but he believes PSG have the edge.
"They've had some big wins, but we're the favourites, and we're playing well," he said.
Rai also believes that a PSG win would be deserved.
"We've worked hard to get to this point, and we've had some great performances in the Champions League," he said.