"He left me a voicemail last night and I got it when I was leaving the premises. It gave me goosebumps," he said.
"He told me that he believed in me and I need to believe in myself.
"He told me to just go out there and be strong through adversity, because he said that adversity would come today, and I just had to deal with it.
"You know, I took that all to heart, and I am obviously thankful for the message and I am sure he is proud of me."
Immelman was the 2006 PGA Tour Rookie of the Year, so he is not an unknown.
In the same year he won his only other PGA Tour event, the Western Open, to add to his three European Tour titles.
He emulated Player by winning back-to-back South African Open titles in 2003 and 2004 as well as winning the Players Championship of Europe in the same year as his second success.
Immelman presented with Green Jacket
The Cape Town native also won the Nedbank Challenge in South Africa in December last year, just days before undergoing emergency surgery to remove a tumour on his diaphragm.
"I felt like I had to start from zero." he said.
"I was missing cuts, but was just trying to stay positive because I knew I was improving week after week.
"It was tough to come through that.
"You realise that it can taken away from you so fast; the week before I'm winning a golf tournament and the next week I'm lying in a hospital bed."
Immelman led from start to finish to break his major duck and the victory sees him climb to a career high 15th in the world rankings.
Going into the final round the he was two shots clear and a three over par finish in 25mph winds was enough to hold on for a win.
His final round was the highest closing round by a champion but not even a late rally from world number one Woods, who shot a level-par 72 final round, good prevent him walking away with the green jacket.
"Obviously this is a tremendous confidence boost," Immelman added.
"To win a major while Woods is playing at his peak, and he's told us he's playing at his peak, it's a hell of an achievement.
"I'm not sure if I'll ever be able to do it again, but I'll be trying my best.
"Now that I know I have got one under my belt, all I can do is go out there and prepare well for the majors from now on and just try my best."
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