Dzeko's assist for Henrikh Mkhitaryan's opener set the Giallorossi on the way to victory - with Pedro scoring the game's other goal.
The Bosnian's efforts were rewarded as his teammates stood to clap him off when he was substituted in the closing stages.
“First and foremost it was a great performance, working together – a real team," Dzeko said.
"We had to suffer at times, but we did that together and we all tried to help each other out. It was great.
He added: “We know that this season was not the best, but we really wanted to win today to finish strongly and have something to celebrate. It means so much for us and for our fans.
“Winning the derby is always so important. It’s a shame our fans weren’t here. We hope to see them again, all wearing the shirt we had on at the end of this one, next season.”
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