In what was described by judges John Torode and Gregg Wallace as an "incredible" final, 52-year-old Thompson came out on top, and said she has had the "best fun".
She fought off competition from model Jodie Kidd and presenter Charley Boorman, who both admitted to being disappointed at having lost in the cooking show.
When she was announced as the winner, Thompson said: "I can't Adam and Eve it! Thank you so much, this has been the best fun. It's ridiculous winning something like this. The trouble is if you put it in your kitchen.. you could be hoisted by your own petard, if you serve up something a bit naff!"
She added: "It's awesome, honestly, it's mad. It's M for mad.. the whole thing's been mad.
"I really feel so thankful to all the people whose recipes I've used and abused. I've just relished the endeavour of the whole kitchen adventure, and all the contestants and the MasterChef team have been proper fantastic."
Speaking about her food, Torode said it was "original, exciting, daring".
He added: "I think she's a force to be reckoned with."
Wallace said: "Sophie's food is very much like her, it's original, it's individual, it has a style, it's different. She creates some absolute delights on a plate, they look like little stories to me - they just look amazing."
Her winning menu consisted of a starter of roulade of duck stuffed with juniper berries and served with sweetcorn puree, wild mushrooms and a wild mushroom and port sauce, a main of oven roasted brill with a pepper crust, seared scallops, black pudding, samphire, a chive and butter sauce and chorizo oil, and a dessert of steamed cherry pudding served with butterscotch sauce served with crushed pistachios and brandy ice cream.
Wallace added: "Nobody designs dishes like Sophie. Nobody I know successfully puts those flavour combinations together like Sophie. It's a little bit wacky in a very, very good way."
Of her MasterChef experience, Thompson said: "Beside the salt and pepper for me now there'll always be MasterChef... my new condiment. I feel very lucky and amazed."
She added: "Winning feels like a very guilty pleasure. Jodie and Charley have both been robbed but I'm an utterly chuffed tea leaf."
Previous winners include Ade Edmondson, Lisa Faulkner and Jayne Middlemiss.