Stenson carded a final round of 69 at Trump National Golf Club in New Jersey to claim victory by two shots over Dustin Johnson and Matthew Wolff, and pocket the individual first prize of $US4million ($A5.7m).
The 46-year-old also earned $US375,000 US dollars ($A537,570) as part of the Majesticks team - along with Lee Westwood, Ian Poulter and Sam Horsfield - which finished second in the team competition.
"I guess we can agree I played like a captain," Stenson joked in a post-round interview on LIV Golf's YouTube stream.
"It's been a good first week obviously. Nice to be here with the guys getting a feel for it. It's been a busy 10 days and I'm extremely proud I managed to finish as well as I did.
"Got a little wobbly at the end but that (par) putt on 17 was massive."
Australia's Matt Jones (69) was the best-placed Australian in 19th at two under while Wade Ormsby (75) finished 11 over and Jed Morgan (78) 16 over.
Stenson was appointed Ryder Cup captain on March 15, but the Swede's tenure lasted just 127 days before his decision to join LIV Golf meant he was stripped of the role with immediate effect.
The 2016 Open champion had hoped to be able to continue in the position while still playing in LIV events, but a meeting with Ryder Cup Europe officials made it clear that was not acceptable.
Luke Donald is expected to be confirmed as Stenson's successor imminently and said earlier this week: "I've certainly had some of my best moments on the golf course in the Ryder Cups.
"What an amazing honour it is to represent Europe in the Ryder Cup, and I would love to be a captain. That would be a huge honour as well.
"If I got this captaincy I would live up to my word and see it through. Let me put it that way. I wouldn't be doing a Henrik."
