The 25-year-old emulated coach Ivan Lendl by striking Grand Slam success for the first time in his fifth major final by defeating defending champion Novak Djokovic in five epic sets.
And Murray, who was keen to salute eight-time slam winner Lendl's part in his success across the pond, admitted: "Relief is probably the best word I would use to describe how I'm feeling just now.
"I'm very happy that I came through because if I had lost this one from two sets up, that would have been a tough one to take.
"I was still doubting myself right up to a few minutes before going on to play the match.
"It's something I have never done before. I have been in this position many times and not managed to get through.
"I am just so relieved to finally have got there and I can put this one behind me and hopefully win more. I think just proving to myself is probably the most pleasing part about tonight, because there were times when I didn't know if I was going to be able to do it.
"I think we're sort of learning from Lendl a little bit. He just said, 'I'm proud of you, well done.' We had a hug. Then someone sprayed champagne all down my back and over him. That kind of ended that. He started swearing."
The biggest impact of Lendl's coaching has been to instil self-belief in his charge.
The Scot said: "I have listened to him a lot. Having him in your corner for any player would be a big bonus. It's been great so far and I hope we can keep working well together."