The relieved Co Down golfer, who competed in Illinois with Team Europe, saw the side take the cup in a tight finish on Sunday evening - pulling off one of the greatest comebacks in the tournament's history.
"It's incredible, it's just been one of the most perfect days on the golf course if you're European," said McIlroy.
"We went out in strength trying to lead from the front, to get blue points on the board early.
"We did that and that followed through the whole board and to see how some of the guys finished it off today. It's an unbelievable feeling."
"It's one of the highlights," he added. "It's hard to single it out because there have been so many great moments this year, but I think it puts a cap on a great season for me personally."
It's so much better to win as part of a team. To share this moment with everyone else is just incredible.
The 23-year-old beat Keegan Bradley 2&1 on Sunday - a game he nearly missed after getting confused by American time zones.
He admitted he thought about what the reaction would have been if he had been disqualified from the Ryder Cup singles and Europe had lost by a point.
"I don't want to imagine what it would have been like if we'd lost by a point ... Of course it crossed my mind," he said.
"The abuse that you guys would have given me in the papers, but I'm just glad I got here, I won my point for the team and we ended up winning."
I am NOT at the golf course - Well, you'd better get there.
Rory McIlroy to manager Conor Ridge
McIlroy was escorted to the course by a State Trooper who turned his lights on and passed all the traffic.
"I had 11 minutes to get ready and had just enough time to put my shoes on, have a couple of putts and go to the first tee,"McIlroy explained.
"In a way it wasn't a bad thing because I didn't have time to think about it - and I played probably the best I played all week.
"Once I got out on the course I calmed down a bit. Keegan asked if everything was okay and I said 'it's fine' - we had a laugh."
McIlroy played well this week, claiming more than two points from four games before the singles, three of which went to the 18th.
Ian Poulter was the undoubted star of the campaign, winning all three of his matches. He birdied the last five holes in Saturday's key fourballs win and beat Webb Simpson in the singles by winning the last two holes.
"Ian gave us the lift we needed," McIlroy said.
Ian was the catalyst for this whole thing - he was phenomenal. I was playing with him, but just sort of stood and watched.
The 23-year-old, who won the US Open in 2011 and took the PGA Championship earlier this year, joined other members of the team in paying tribute to Seve Ballesteros, who captained Europe to victory in Spain in 1997.
Ballesteros died last year but his cup partner José María Olazábal led Team Europe to their win in this year's event, while wearing the colours of Ballasteros.
McIlroy described Olazábal as "inspirational".
"I'm delighted that we could do this for him and for the great man Seve up there who's looking down on us today," he added.
When asked what the party would be like post- Ryder Cup win, McIlroy smiled and said: "Off the charts".
Meanwhile it is thought NI man and Team Europe vice-captain Darren Clarke could be in the frame to lead the side in the 2014 match at Gleneagles.
A decision is expected to be made in January and McIlroy said he believes whoever is chosen "will be a great captain", but added: "I've always said I think Clarkey would be a great captain here in America."