The Frenchman birdied the last three holes to capture his fourth European Tour title in spectacular fashion after it had seemed American Peter Uihlein would land the £300,000 top prize.
Uihlein took a three-shot advantage into the final round, but the 24-year-old was unable to sustain his run and a bogey at the last handed Bourdy the title by two shots when he posted a 67 to his rival's 72.
The 31-year-old from Bordeaux was forced to confess that he had not even been aware that the Welsh event was the first of the Ryder Cup qualifying tournaments until after he had completed his first round.
"Usually the first one is the Omega European Masters then someone told me it was here," Bourdy said after learning that he is 300,000 points to the good. "I hope Paul [McGinley] was watching me.
"Playing in the Ryder Cup would be the greatest achievement of my career. I have been playing golf since the age of three and I have always dreamed of winning majors and playing in the Ryder Cup.
"I have watched it many times and I have my chance now after getting off to a great start. It will still be very tough with so many great players but I especially want to be in the team in France in 2018."
Bourdy sank putts from 35 feet, 15 feet and 30 feet, revealing afterwards: "I changed my putter at the start of the week and I began holing putts. I've never finished like that in my career."