Khan's team, the Kolkata Knight Riders, beat the Chennai Super Kings by five wickets at the MA Chidambaram Stadium in Chennai, Bollywood Mantra reports.
An ecstatic Khan hugged and congratulated all the players, saying: "From this day, this team doesn't belong to any of the promoters, it belongs to Bengal.
"This is something the youngsters should believe in - resilience, patience, perseverance - if you believe, you can win."
The Don 2 actor thanked his team, adding: "I am proud of Gautam and the boys. On behalf of Gambhir, Juhi, the cheer girls and the entire team, I would like to thank everybody.
"Would like to thank God, Allah. The team belongs to Bengal. Resilience, patience and belief kept us going".
Khan had earlier apologised for his misbehaviour at the Wankhede Stadium, where the actor was reportedly involved in a brawl with officials.