It completed a hat-trick of honours within the space of a week for the 23-year-old, who was also named overseas sports personality by the BBC and European sportsman of the year by the European Sports Journalists Association.
Federer who is already in Australia preparing for the start of the next tennis season, thanked his home supporters via a satellite broadcast.
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Federer did not comment on media reports that he has been busy in Australia securing the services of coach Tony Roche.
One of the most impressive aspects of Federer's year was that he was so successful without a coach.
After parting from Peter Lundgren at the end of 2003, the Swiss coached himself to triumphs at the Australian Open, Wimbledon and the U.S. Open, becoming the first man since Mats Wilander in 1988 to win three grand slam events in a calendar year.