Rory McIlroy has set himself the "small" goal of becoming Europe's most successful player in the modern era and completing a career grand slam following his thrilling triumph in the US PGA Championship on Sunday.

McIlroy claimed his second major in the space of four weeks and the fourth of his career at Valhalla, becoming the first player to win back-to-back titles since Padraig Harrington also did the Open and US PGA double in 2008.

The 25-year-old Northern Irishman is the third youngest player, behind Tiger Woods and Jack Nicklaus, to win four majors and will travel to Augusta next April seeking to join Gene Sarazen, Ben Hogan, Gary Player, Woods and Nicklaus as the only men to have won all four majors.

Victory in the Masters, which he led by four shots before collapsing to a closing 80 in 2011, would also take McIlroy three quarters of the way to holding all four major titles at the same time, ahead of the US Open at Chambers Bay. Woods is the only player to have achieved that feat by winning the US Open, Open and US PGA in 2000 and the Masters in 2001.

"When I won the Open Championship I said that there would be a lot of hype going into Augusta, which there obviously will be," said McIlroy, who admitted winning "ugly" was more satisfying than his previous more emphatic major victories.

"And if I was somehow to win there, it would obviously be a lot of hype going into the US Open.

"We'll take it one step at a time. We can't get ahead of ourselves here. I'm playing some great golf at the minute and I want to keep this run going as long as I can, and hopefully I'm in just as good form heading into Augusta next year and have a chance to win the career grand slam.

"If that happens, then we'll turn our attention to Chambers Bay and I'll try and get the job done there.

"I said I thought winning the Open Championship a few weeks ago had sort of put me on a higher level in this game. But then to win a fourth major here, to be one behind Phil [Mickelson], one behind Seve [Ballesteros], level with Ernie [Els], level with Raymond Floyd . . . I never thought I'd get this far at 25 years of age.

"It's something that I'm just going to have to come to terms with. I was happy being a two-time major champion coming into this year and all of a sudden I'm a four-time major champion and going for the career grand slam at Augusta in 242 days - not that I'm counting!"

Even before Sunday's one-shot victory over Mickelson, which was completed in near-darkness after a lengthy rain delay, there had been talk of Woods' era being over and McIlroy's just beginning. But the world No.1 knows he has a long way to go before getting near the 14 majors won by Woods and the record of 18 held by Nicklaus.

"I think I've got to take it one small step at a time," added McIlroy, who will parade the Claret Jug - and possibly the Wanamaker Trophy - at Old Trafford ahead of Manchester United's opening game of the Barclays Premier League season with Swansea City on Saturday.

"I think the next two realistic goals are the career grand slam and trying to become the most successful European player ever in the modern era. Nick Faldo has six majors. Seve has five. And hopefully, when I achieve those, I can start to think about other things." Whether it was intentional or not, it was noticeable that McIlroy said "when" rather than "if".

A year after labelling his own play "brain dead" after missing the cut in the Open and struggling with his new equipment, McIlroy is a golfer reborn. "I've got that sense of belief in myself now that I go into every tournament I play knowing that I can win," added McIlroy, who won his first World Golf Championship event at the Bridgestone Invitational between his major triumphs. "It's a great feeling to have.

"I think I've always had that sense but after this run, it's confirmed that I can turn up at any tournament anywhere in the world and know that if I play my game, I can win a trophy."