Azpilicueta picked up the ball and stood by the penalty spot, with the Palmeiras players surrounding the defender to try to put him off.
But the Blues captain gave the ball to Havertz, who scored to win the game.
"It was a tactic because I knew how they are," said Azpilicueta.
Chelsea defender Azpilicueta added: "I knew they were coming for the penalty taker, so I took the ball.
"Kai knew that he was going to shoot so it was to release the pressure from him. It was a decisive moment and Kai is one of the best penalty takers.
"I waited and listened to everything their players told me, and I think it worked which is the most important thing."
The victory in the United Arab Emirates meant Azpilicueta is the first Chelsea player to win every major honour, having previously lifted the Premier League, Champions League, Europa League, FA Cup, EFL Cup and European Super Cup since joining from Marseille a decade ago.
"When I arrived in 2012 I couldn't imagine the journey I would go on, added the 32-year-old, who is into the final six months of his contract at Stamford Bridge.
"I'm really proud to be the Chelsea captain, leading the club on and off the pitch. This title feels very good because it's the first time in our history. The club deserves it, the owner deserves it and I'm proud we achieved it."
