"I don't think I've been as shattered as that to be honest," he said. "I don't know if it was the emotional stuff as well that goes into that game.
"I'm just so relieved, really, and it wasn't until I woke up this morning that perhaps I'd realised what we had done, whereas last night it was more relief than anything."
Dried blood was still visible on McCaw's face as he spoke yesterday after his triumphant team had paraded through downtown Auckland. He kept his training to a minimum during this tournament due to the pain in his troubled right foot and was determined to lead his team to victory after disappointments at the past two World Cups.
He got his reward on Sunday night, raising his arms in delight at the final whistle from referee Craig Joubert.
The crowd cheered as McCaw prepared to answer his first question from the TV interviewer at Eden Park and the cheering continued yesterday as he cradled the Webb Ellis Cup at the back of the convoy.
He said of the turnout: "I'm blown away. It just shows the amount of support for the All Blacks and rugby in New Zealand. We'd never really underestimated that but to see people come out and show that support was awesome. Kiwis sometimes don't show their emotions too much but there was plenty of that there. The last six weeks everyone has got behind the tournament so that's been a success so this has perhaps topped it off."
The celebrations for the All Blacks will continue in Christchurch today where McCaw and coach Graham Henry will address the crowd in Hagley Park after another parade. Tomorrow it's Wellington's turn.
McCaw said his foot, which has a screw inserted into a bone to repair a stress fracture, would be "looked at in the next couple of weeks, but I'm not worried about it to be honest".
His Crusaders mate Daniel Carter was forced to watch the match from the sideline but was included in the parade, as were fellow injured players Colin Slade and Mils Muliaina.
"To be able to share the moment with all the fans who have been supporting us for six or seven weeks has been awesome," Carter said.
"They definitely didn't make it easy for spectators, it was such a close, intense match. But I had faith in the boys the whole way through."