Sweden's Svea Court of Appeal backed an earlier ruling from a district court in Stockholm, which had been appealed by Sweden's Chancellor of Justice.
Adam Szoppe, from Radio Romano, Swedish Radio's Roma department, was one of the 11 plaintiffs.
"I have no words because I'm so happy," he told Radio Sweden. "It was very tense at the beginning, because history shows that the Roma do not always win."
He said that the court's decision to uphold the award for SEK 30,000 each in damages, an unusually large sum for Sweden, underlined the seriousness of the charge.
After the register's existence was revealed the government paid out SEK 5,000 in compensation to the more than 4,000 people included in the database.
The register of Roma people, which was kept by police in Skåne, was dicovered by the Dagens Nyheter newspaper in 2013.
It was given the name "Kringreseanderegistret", or "Traveller's Register".
The Svea court said that that the database had seriously violated the rights of Roma by registering them solely on the grounds of their ethnic origin.
According to the court, none of the eleven Roma who have taken the government to court were included in the register in connection to a crime.
Szoppe, whose grandparents came from Poland, where Roma were sent to Nazi extermination camps, said the idea of a register was terrifying to many Roma.
"My old grandfather and grandmother always said to me: 'don't think that there are no Roma registers today'."
"I'm not saying that this is a Nazi register, but if it fell into bad hands it could be really terrifying."