Nicolai Hojgaard wins DP World Tour Championship by two shots
The Dane finished 21-under-par overall, two-strokes ahead of Viktor Hovland (26), Tommy Fleetwood (32) and Matt Wallace (33), and will climb to a career-high 50th in the world rankings.
"This is a great way to finish the season," Hojgaard said.
"It's hard to put into words right now after what just happened, it feels amazing."
Hojgaard had led after the first two days in Dubai, but entered the final round three shots off the lead, but managed to pull himself back up the leaderboard with a front nine score of 33.
Wallace began the final day with a one-stroke lead over Fleetwood and Hovland, but was unable to maintain the form which had seen him hit nine back birdies on Saturday.
This left the Ryder Cup trio of Hojgaard, Fleetwood and Hovland to set the pace and after the opening nine holes, the Dane sat one-stroke off the leading pair after hitting three birdies.
The opening three holes on the back nine saw Fleetwood take control, hitting two birdies to Hojgaard's one birdie and one bogey, which left him three-strokes adrift of Fleetwood.
After that, it was Hojgaard who clawed back the deficit and hit the front with five consecutive birdies, but the 22-year-old was left to sweat in the clubhouse after missing what looked like an easy putt for a birdie on the final hole.
"To bogey the 12th was a bit annoying but we managed to bounce back with five in a row and had a good chance to make it six on the 18th," Hojgaard said.
"Having a putt to close it out and it slips by, I thought it was quite a tough moment for me actually, I was like, did it just slip away now and do we have to go into a play-off."
Hovland hit the water with his second shot on the final hole but the Norwegian managed to salvage a par to finish on 19-under, which left Fleetwood out on the course as the man who could steal Hojgaard's win.
The Englishman, however, hit a bogey on the 17th and a par on the final hole, with Wallace hitting three birdies on the final five holes to join Fleetwood and Hovland on 19-under-par for the tournament, and Hojgaard could finally celebrate.
"I've got family here, this one is for the family," an emotional Hojgaard said.
"Everything they've put in over the years, there's just so much hard work going into this and for it to happen like this is unbelievable."
World number two Rory McIlroy (34) carded a 70 on the final day to finish on 10-under-par overall.