"I already know that and I'm proud of it. I really am," said Donny.
"He looks like he's 20, though," said Kym.
"But this show has made me feel even younger," said Donny. "It really has. And it's an honor to be the oldest recipient of this. It really is."
But you don't win it alone, and Donny's partner is just as thrilled as he is.
"We both have worked so hard for this and I wanted it for Donny -- and myself, too," said Kym.
"And I wanted it for Kym," said Donny.
"But we've just worked so hard and I can't believe it," said Donny.
In the finale, Donny and Kym tied Mya and her partner, Dmitry Chaplin, with the judges' scores.
And while Mya doesn't get the title, overall, she did get four of the season's five perfect scores.
"You just reminded me that we did a great job and I'm very content at where we are in this competition," said Mya. "I didn't embarrass myself badly in front of millions of people. That's all I was concerned about -- tunnel-vision all the way through -- from Week 1 to Week 10."
Kelly Osbourne and her partner, Louis Van Amstel, finished in third place, but she had the time of her life.
Asked if she had an ounce of disappointment within, Kelly replied: "No, no no no no. I'm so not disappointed at all. I'm so unbelievably happy for Donny because he worked so hard. I know how badly he wanted this.
"He's a lot older than me, it's no secret," continued Kelly. "I mean this with no disrespect. I'm only 25. I still have a lot of time in my life to have my big moment. This was Donny's time to have his big moment and I'm so happy for him."
"Dancing With the Stars" Season 10 begins in March 2010.