The top-ranked Nadal played eight matches - winning all five singles and three doubles - at La Caja Magica during the new World Cup of men's team tennis.

Voted the event's best player, the 33-year-old sealed Spain's sixth Davis Cup crown and first since 2011 with his 29th straight singles win for his country to ignited the home crowd's celebrations.

But in Nadal's eyes, the only hero for Spain after their 2-0 win over first-time finalists Canada was grieving teammate Roberto Bautista Agut.

The world No.9 sent Spain on their way to victory by winning the first singles match on Sunday, just three days after the death of his father.

"I've won the eight matches but the person who was vital in this Davis Cup was Roberto," Nadal said.

"For me, what he did was something almost inhumane. I don't know how to explain it. It will be an example for the rest of my life.

"He had to leave, then his dad died, then he came back and practised with us yesterday, and today he was ready again to play at a very high level.

"It was something incredible."

Before Nadal defeated Denis Shapovalov 6-3 7-6 (9-7) to secure glory - Spain's first since winning at home in 2011 - Bautista Agut beat 19-year-old Felix Auger-Aliassime 7-6 (7-3) 6-3.

Bautista Agut pointed his finger to the sky after winning the final point in his match and the 31-year-old was in tears while speaking briefly to the crowd, which chanted his name.

"It was an amazing feeling on the court today," Bautista Agut said.

Bautista Agut's father died on Thursday - a day after his son had defeated Nikola Mektic of Croatia - with his health deteriorating quickly after an illness that stemmed from a 2016 accident.

It was Nadal who had tears in his eyes when Bautista Agut, whose mother died last year, thanked him for his efforts during the tournament.

"You gave us goosebumps all week, especially today," Bautista Agut said.

"Thank you. I'm sure that next year you will do it again."

Canada were seeking a first Davis Cup title since debuting in the competition in 1913.

"I feel like we've really come really far as a team, as a nation," the 20-year-old Shapovalov said.

"Definitely we're super proud. Obviously it sucks, sucks losing in the finals."

For Gerard Pique, the Barcelona soccer player who has made revamping the Davis Cup into a tennis World Cup his mission, it was the perfect climax to a week in which the new format suffered glitches but could be judged a qualified success.

Too many late nights, one session finishing at 4.07am, a complicated group stage and small crowds at some ties mean there is still lots to improve if the $80million ($A117.8m) Pique's Kosmos company is investing in the event each year is sustainable.

But Sunday felt like an authentic Davis Cup final, even if an appearance from Pique's pop singer wife Shakira added a little more glamour than usual.

Australian Associated Press