"Relief is probably the best word I would use to describe how I'm feeling just now," said Murray, the first man to win the Olympics-US Open double.
"Very, very happy that I managed to come through because if I had lost this one from two sets up, that would have been a tough one to take.
"I was obviously very emotional. I cried a little bit on the court; you're not sad, you're incredibly happy.
"You're in a little bit of disbelief because, when I have been in that position many times before and not won, you do think: 'Is it ever going to happen'?"
The dramatic title match featured crazy winds early, one 54-shot rally, numerous 30-stroke exchanges and a record-setting tiebreaker before Murray withstood a game fightback from the defending champion to hold his nerve in a knife-edge final set.
The Olympic champion led 3-0 in the decider, dropped serve but broke again for 5-2 when Djokovic called a medical time-out and was not to be denied, the Serb firing long with a forehand on Murray's second match.
Murray paid tribute to Lendl, who lost three finals in New York from 1982-1984 before clinching a Flushing Meadows hat-trick from 1985-1987 and landing eight majors in all during a legendary career.
"He was one of the greatest," Murray said. "He has helped me through the tough times, as have all of my team. It's the best feeling for me. I've had an unbelievable summer."
Djokovic, who had won the past three hardcourt grand slams to take his own major haul to five, hailed Murray as a worthy champion.
"He deserved to win this Grand Slam more than anybody, I'm sure, because over the years he's been a top player."
Murray, cheered on by fellow Scots Sir Sean Connery and Manchester United boss Sir Alex Ferguson, prevailed after almost five hours and then said it was great to get the monkey off his and Britain's back.
"When I was serving for the match, there's a sense of how big a moment that is in British tennis history really," he said. "I hope now it inspires some kids to play tennis and also takes away the notion that British tennis players choke."
- AAP