Koepka shot 16-under for the tournament. He clinched the world golf championships event with a 5-under Sunday.
"It's incredible. To look at what I've done this year, just show consistency, try to take my game to a new level and I've done that," Koepka said.
McIlroy led Koepka by a stroke going into the final round but shot 1-over Sunday. He finished tied for fourth place at 11-under.
"To win this title against Rory was pretty special," Koepka said.
Jon Rahm finished in seventh place at 10-under.