The Valencia Whites, stag do parties and other fans were shouting Marching on Together at Hernández, his wife and kids following the final whistle of the 3-1 defeat on May 28.
Pictures and video footage shows Hernández saluting the fans and holding up a Leeds United scarf.
Carl McDade was one of the fans inside the stadium.
He made the trip with his brother Scott's stag do and held up a flag with 'Gracias Pablo' adorned on the front.
Speaking to the YEP on Sunday morning, Carl, from Pudsey, said Hernández greeted fans at the end of the match and signed autographs.
"It has been amazing", Carl said.
"All the locals love Leeds, we have felt really warm and welcome."
Carl said there was an amazing atmosphere in the stadium.
"The away fans also were amazing", he said.
"Maybe around 60-70 of them.
"They needed to win to survive, and they were very vocal throughout.
"Pablo was crying at the end, he came over with his family for and met us after the game to sign shirts and flags."
Jon Smith was also in the stadium and captured footage of the scenes post-match.
In a tweet, he said Leeds fans wanted to "say goodbye" to Hernández.
Hernández's wife Mar Garcia responded to Leeds United fans on Twitter and said: "Every video gets more and more emotional.
"Thank you Leeds."