The Little Britain comedian made it 140 miles across the London river in eight days, finishing under Westminster Bridge.
Walliams's achievement comes despite catching a stomach bug last Thursday, which caused him severe vomiting and diarrhoea, after swallowing some of the river's water.
During the challenge, the Come Fly with Me star also rescued a struggling Labrador at the weekend.
Speaking on The One Show after his victory, Walliams said: "I'm okay, I'm a bit tired. [I feel] incredible relief, because I must say I'm over swimming. I feel like I've done enough swimming for one lifetime.
"There was a lot against me, and the water was a lot colder than we expected, and getting ill was just the worse because when you're feeling sick the last thing you want to do is exercise.
"That was really low because it got to me mentally as well. I lost my mojo completely - it was really tough."
Paying tribute to the comic, Barbara Windsor said: "It's so emotional, we were so scared. He's such a great, great guy - he says it's the only thing he's good at but I wouldn't really say that.
"We've called him the nation's sweetheart because of what he's done. The drama's been great too, being ill and rescuing the dog - in the greatest part of London. Everybody's so for him - it's what we need lately."
Watch Miranda Hart cook David Walliams breakfast on Day 6 of his swim below: