Aged just 25, the Northern Irish world number one became the fourth youngest player to land four majors, with only Tom Morris Jr, Jack Nicklaus and Tiger Woods completing the feat before him.
He also became just the fifth player to win the British Open and PGA Championship in the same year, emulating Walter Hagen (in 1924), Nick Price (1994), Woods (2000 and 2006) and Padraig Harrington (2008).
"Winning the Open championship a few weeks ago had sort of put me on a higher level in this game," McIlroy said after overcoming a "flat start" in Sunday's final round at a rain-sodden Valhalla Golf Club to emerge triumphant by one shot.
"But to win a fourth major here, to be one behind Phil (Mickelson), one behind Seve (Seve Ballesteros), level with Ernie (Els), level with Raymond Floyd; I never thought I'd get this far at 25 years of age.
"It's something that I'm just going to have to come to terms with. I was happy being a two-time major champion coming into this year, and all of a sudden I'm a four-time major champion."
McIlroy had been an overwhelming favourite heading into Valhalla after completing a wire-to-wire victory at last month's British Open before winning the WGC-Bridgestone Invitational in his next start.
He duly secured his third consecutive triumph on the PGA Tour after fending off strong challenges from Americans Mickelson and Rickie Fowler, and Swede Henrik Stenson on a dramatic, tension-filled afternoon of dazzling shot-making.
On many levels, McIlroy found Sunday's victory, after overcoming adversity in the final round, more satisfying than his commanding wins at the 2011 U.S. Open, the 2012 PGA Championship and this year's British Open.
"Would today be the most satisfying if I was able to gut it out and win ugly? Yeah, it is," said the Northern Irishman, who covered the back nine in four-under 32 to break clear of a tightly bunched leaderboard and close with a three-under 68.
"To win it in this fashion and this style, it means a lot. It means that I know that I can do it. I know that I can come from behind. I know that I can mix it up with the best players in the world down the stretch in a major and come out on top.
"Phil Mickelson, the second best player in this generation, to be able to beat him on the back nine on a Sunday; it's great to have in the memory bank and great to have in the locker going forward."
Left-hander Mickelson, seeking the sixth major victory of his career, had to settle for second place at Valhalla after carding a 66.
McIlroy said he felt a little fatigued early on in Sunday's final round, his ability to overcome that not only giving him a deep sense of satisfaction but also a greater appreciation of what 14-times major winner Woods has achieve during his career.
"Through the first five or six holes today, I felt a little flat," McIlroy said. "I really needed to dig deep and say, 'there's only 12 more holes left in this thing and you just have to try and put everything into it'.
"To be up there with the lead week-in and week-out and trying to win these big golf tournaments, it's tough, mentally and physically.
"It makes you appreciate more what Tiger has done in the past, getting on these runs that he's gone on and keeping it going for months on end, basically. I think that's why off weeks are important."