The Italian claimed a record fifth consecutive Masters 1000 title and stretched his winning streak to 23 matches with a superb display in the Spanish capital.
Only tennis greats Roger Federer, Rafa Nadal and Novak Djokovic had managed to win four titles at this level in a row.
"I'll never be able to compare myself to Rafa, Novak and Roger, what they've achieved is incredible -- over 10 or 15 years," Sinner told Movistar.
"I'm trying to make my own mark, but I'm doing it for myself, I don't play for the records, I'm just putting myself in a position to succeed."
Sinner said he felt he was playing extremely well, in contrast to his opponent, who struggled to produce his best.
"Today I played very, very solid tennis. Sascha didn't play very well today, but if I don't get a break or two right away and stay out in front, his legs get going and he gains a bit of confidence, especially here on this court," he continued.
"He's been playing late all tournament, so his schedule is also a bit off, but I can be happy with what I'm doing."
Sinner has been in impeccable form and broke world number three Zverev's first service game before consolidating for a 3-0 lead.
The Italian, who also won the eight prior meetings against Zverev, secured another break and eased into a 5-0 advantage on his serve.
In the sixth game, Zverev produced his first hold, but there was nothing the 29-year-old could do about Sinner's powerful serving.
The four-time Grand Slam winner has been working on increasing his variety and a drop shot left Zverev scrambling before Sinner clinched the first set with an ace.
World number two Carlos Alcaraz's wrist injury has left Sinner with no realistic rival in the weeks ahead, leading to Roland Garros.
Sinner broke in the third game of the second set to tighten his grip on the title.
Zverev, a two-time Madrid winner who thrives at altitude, showed more fight than in the first stanza but could not stop his opponent.
Sinner hammered down a forehand winner for another break to take a 5-2 lead and serve for the championship.
The Italian sealed his triumph serving to love to wrap up a sublime fortnight in Madrid, where nobody has come close to stopping him.