'The year has been good so far and with this tournament now, it's been a fantastic year,' said Kjeldsen. 'I can't ask for anything more. I hung in there and it was fantastic.'
Kjeldsen joined Thomas Bjorn, Anders Hansen, Soren Hansen and Steen Tinning as the only Danes to win on the European Tour. Kjeldsen also became the 11th different first-time winner on the European Tour in 2003.
Paul Broadhurst shot a final-round 70 and finished alone in third place at 6-under-par 282. Colin Montgomerie carded his second round of 69 in as many days and took fourth place at minus-5.
Kjeldsen opened Sunday's round with a five-shot advantage but struggled out of the gate in round four. He missed a six-foot par save at the first hole but rebounded with a five-footer for birdie at two. Kjeldsen dropped another shot at the third but still maintained a huge margin over the remainder of the field.
At the par-4 eighth, Kjeldsen drove into the right rough then missed the green short with his second shot. He bogeyed the hole and when Forsyth drained an 18-foot birdie putt at No. 9, his second in a row, Kjeldsen's lead was down to two shots.
Kjeldsen birdied the 11th to go ahead by three but Forsyth knocked his second to the fringe at the par-5 12th and two-putted for birdie to get within two. Kjeldsen had less than three feet at the same hole but his birdie putt hit the back of the cup and lipped out.
At the par-3 14th, Kjeldsen played his tee ball 30 feet from the hole but sank the putt. Forsyth missed his birdie try and once again Kjeldsen's lead was three.
Kjeldsen drove into a right fairway bunker at the 15th and laid up short of the green. He wedged his approach to three feet and saved par but Forsyth was not as fortunate. Forsyth missed the putting surface short and chunked a chip that left him close to 20 feet for par. His par opportunity fell short of the cup and now Kjeldsen had a four-stroke edge with three holes to play.
'The birdie on 14 and the up-and-down on 15 were absolutely a turning point,' said Kjeldsen. 'When I was on the 10th tee, I figured out that if I could come back in 34, they would have to shoot four-under on the back nine to beat me which was pretty tough with the pressure and the finish of the tournament and that is the way it turned out.'
Kjeldsen played conservatively on the final three holes. At 16, he hit his second into a greenside bunker and blasted out to 10 feet. He missed the birdie try but tapped in for par.
At the final two holes, Kjeldsen played to the center of the greens and two- putted for his pars and victory No. 1.
'It was a hard day but it is a fantastic feeling to sit here with this trophy,' said Kjeldsen. 'I felt before this that I had to get more into contention and I felt that the other Danes who had won were more in contention than I was in tournaments so I felt I had to be there or thereabouts on Sundays.'
Forsyth birdied 16 and 18 to polish off his round of 3-under 69.
'All in all I can't complain,' said Forsyth. 'Tee to green I played really well and it was nice to hole the birdie putt on the last to get second place. I was watching the leaderboard coming down the last few holes and I knew Paul had finished on 6-under par so it was a great feeling to hole that in front of all those people around the 18th green.'
Rolf Muntz (70), Stephen Gallacher (71) and Miguel Angel Martin (71) shared fifth place at 3-under-par 285. Adam Scott, the 2002 champion, shot a 1-over 73 and tied for eighth place with John Bickerton, who carded a 2-under 70 on Sunday. The duo finished at minus-2.