Adelaide United were crowned Australian A-League champions for the first time on Sunday, holding off a never-say-die Western Sydney Wanderers 3-1 in a pulsating game.

Guillermo Amor's team had home advantage and made the most of it, with 50,000 fans packing Adelaide Oval to see strikes from Bruce Kamau and Isaias put them 2-0 ahead at half-time.

The Wanderers -- the only A-League side to have lifted an AFC Champions League trophy -- never gave up and a magnificent goal from Scott Neville in the 58th minute set up a thrilling finale.

But it proved all too late with substitute Pablo Sanchez netting a third for Adelaide in the 90th minute, sending the crowd into raptures.

Spaniard Amor has had plenty of big game experience, having played more than 300 times for Barcelona, and he made it clear before the kick-off that emotions must be kept in check.

His team were focused from the outset, pressing for an early advantage that came when Kamau finished beautifully in the 22nd minute, meeting a perfect cross from Marcelo Carrusca.

They doubled their lead 12 minutes later when Isaias, another Spaniard, curled a free kick into the top corner past Wanderers keeper Andrew Redmayne.

But the Wanderers, who have now lost in all three grand finals they have contested, kept pressing in a tight second half.

When Brendon Santalab found Neville and his shot hit the top left corner of the net, the Wanderers' travelling fans turned up the volume to urge their team on.

But they couldn't breach the solid Adelaide defence. In a frenetic final few minutes both sides had chances before Sanchez found time and space in the box to fire in a third to put the game beyond reach.