When Rory McIlroy arrived at the Ocean Course on Kiawah Island for the PGA Championship he looked out of the clubhouse window and realised there was no place he'd rather be. "I got here Monday afternoon. I went up to my locker. My locker was right by the window overlooking the putting green and overlooking the beach and the ocean," McIlroy said. "I was thinking to myself, 'I just have a good feeling about this week'. "I said it to my dad and I said it to my whole team; something about this just feels right. "It's funny how things work out." McIlroy was just too good to catch at the 94th PGA Championship as he claimed his second major title, capping a marathon Sunday in which the leaders played 27 holes. The new world number one also held the 54-hole lead and he never wavered down the stretch, closing with a six-under 66 to win the final major championship of the season by a staggering eight shots. "It's nice to win my second major and to get the world No. 1 all in the same day is very special," said McIlroy. The Northern Irishman said he wasn't taking anything for granted in the final round so he didn't allow himself to think about the victory until he walked up the 18th fairway. "I said, all right, I still have a long way to go. I still have to keep in the present, keep hitting my shots," the 23-year-old said. "I allowed myself the luxury of walking up 18 knowing that I was going to win. I enjoyed the moment, just let it all sink in. "It's just great to be able to put my name on another major championship trophy, and I am looking forward to April next year and getting a crack at another one." The 2011 US Open winner became the first 54-hole leader in a major this season to go on to victory. McIlroy was also able to reverse his bad fortune in majors this year -- he tied for 40th at the Masters, tied for 60th at the British Open and missed the cut at the US Open. He did however win earlier this year at the PGA Tour's Honda Classic. And McIlroy feels he learned more from his loss at the 2011 Masters than his eight-stroke win at the US Open. He was up by four, and appeared headed to victory, when he made the turn on that Sunday. But his tee shot at the 10th sailed left of the fairway and he went on to make triple bogey before playing his first three holes on the back nine in six over par and finishing with an 82. "I wasn't too happy with how I've performed in the majors since the US Open," he said. "I didn't really contend. "I feel these days when I give myself a chance to win one of these big tournaments, I can draw on the memories of Augusta, of Congressional, and now of today, and know what I did out there and know what to do again. "There's quite a bit of relief to get the second one out of the way." McIlroy has now won his two major championships by a combined score of 16 strokes. "It's been great to win my first major last year and to back that up with another one this year; I can't ask for any more. I just want to keep working hard, keep practising, and hopefully there's a few more of these in my closet when my career finishes."