McIlroy, a 19-year-old from Northern Ireland, finished at 19-under 269 to become the seventh youngest winner on the European Tour.
This is my first win, and its hard to win the first time always is, McIlroy said. Its definitely a monkey off my back, having lost in playoffs twice. Its been an absolutely fantastic week.
McIlroy started with three straight birdies, then made a double-bogey on the fifth hole and a bogey on the eighth. From the ninth, he made five straight birdies, but just when he looked to be cruising to his first win, he dropped three shots on three holes before scraping through with a par on No. 18.
McIlroy is expected to move to No. 15 in the world rankings when they are released on Monday.
I think I have to reassess my goals now, McIlroy said. But I go into every week with the same mind-set. As long as I do that, I am happy. I knew sooner or later, I would be able to close one, and I am happy I did that this week.
Rose (67) missed a 12-foot birdie attempt on the final hole that would have pushed the tournament into a playoff. Henrik Stenson (67) finished third at 17-under, and Robert Karlsson (65), Martin Kaymer (67) and Paul Casey (68) tied for fourth at 272.
McIlroy hit his third shot on the 18th hole into the back bunker and had to make a tricky up-and-down for par.
When you watch it on TV, and you see guys coming down the stretch with a four- or five-shot lead, and you think it is easy. But it never is, he said. You still have to play your shots, you still have to hole your putts.
It was nice to hold it together on the last and get a great up-and-down for victory.
Rose, who missed 21 straight cuts after turning pro, was happy for McIlroy.
I gave it as good a run as I could, but Im obviously pleased for Rory, the Englishman said. You know how much this means to him, and certainly a win at this stage of the season would have been fantastic for me, as well. And I certainly wasnt trying to miss my putt.