The Swiss player picked up his first major title with victory over Mark Philppoussis.
Federer delighted the crowd in south west London by saying: "I don't know how I did it!"
The 21-year-old said: "It's an absolute dream for me", after receiving the trophy and a standing ovation.
And then he burst into tears as he was thanking everyone who'd supported him.
"I was always joking when I was a boy I'm going to win this and now I have it! I'm just so happy with the way I played," he said.
Philippoussis paid tribute to Federer: "Roger was too good and I congratulate him, this is his day definitely," said the Australian.
Better game
Unseeded Philippoussis double-faulted at 4-3 in the first set tie-break and that was all Federer needed.
He went on to break twice in the second set and although Philipoussis took the third to another tie-break, he couldn't stop Federer.
Hear story
Play CBBC tennis!
Ace the tennis quiz!
