Aryna Sabalenka said she felt "super proud" to win the US Open and claim her third Grand Slam crown with a thrilling victory over a gallant Jessica Pegula in a rollercoaster final on Saturday.

World number two Sabalenka triumphed 7-5, 7-5 to add the New York title to her back-to-back Australian Open victories.

Pegula went down fighting, however, recovering from 0-3 and break point down to lead 5-3 in the second set before Sabalenka came through.

The 26-year-old from Belarus clubbed 40 winners to become the first woman since Angelique Kerber in 2016 to capture both hardcourt majors in the same season.

"I remember all those tough losses in the past here and it's going to sound easy but never give up on your dream and just keep trying, keep working hard," said Sabalenka, the runner-up last year and semi-finalist in 2022 and 2023.

"I'm speechless right now. So many times I thought I was so close to get the US Open title. It has always been a dream of mine and finally I got this beautiful trophy.

"I'm just super proud of myself. I'm super proud of my team as well."

Pegula had arrived in New York with a title in Toronto and runner-up spot to Sabalenka in Cincinnati.

She had won 15 out of 16 matches on the North American summer hard court swing.

"I wish she would have at least let me get one set. We had a tough match in Cincinnati a few weeks ago and she's one of the best in the world," said the American.

"She's super powerful and isn't going to give you anything. She can take the racquet out of your hand.

"I'm just glad I was able to stay in there and keep taking opportunities."

Sabalenka made a point of thanking the crowd after taking a thinly-veiled dig at the atmosphere she had faced when she defeated New York-born Emma Navarro in the semi-finals.

"Honestly guys, thank you. I heard a lot of support. You were cheering for me on those good moments but of course I expected you to cheer for Jessica. I wouldn't be normal if you were to cheer for me," she said.

- 'Incredible two weeks' -

"Thank you so much for all this support throughout this incredible two weeks."

Sabalenka lost the 2023 US Open final to Pegula's compatriot Coco Gauff and she struggled to settle in during the early stages on Saturday as a flurry of errors handed the home favourite a break for 2-1.

But the powerful Sabalenka levelled immediately and broke again for 4-2.

A capacity crowd of 23,000 included sporting royalty such as Olympic 100m gold medallist Noah Lyles, NBA star Steph Curry and former Formula 1 world champion Lewis Hamilton watched on.

Most were behind Pegula but the 30-year-old was defenceless against the remorseless hitting of the world number two, whose screams echoed beneath the closed roof of the cavernous Arthur Ashe Stadium.

Pegula, who had knocked out world number one Iga Swiatek and then battled from a set and break down to see off Karolina Muchova in the semi-final, clung on.

From 2-5 down, she hit back for 5-5, breaking Sabalenka as the Australian Open champion served for the set.

In a marathon 12th game, however, Pegula saved four set points but not the fifth.

Sabalenka had unleashed 25 winners and committed 23 unforced errors to Pegula's nine and 11, illustrating a dramatic contrast of styles in the 60-minute opener.

For the second match in succession, Pegula was soon a set and break down again, a double fault allowing Sabalenka to move ahead 3-0.

Incredibly, the 30-year-old stormed back to lead 5-3 before Sabalenka broke in the 10th game as her opponent attempted to level the final.

Sabalenka held her nerve to claim victory when Pegula went long with a weary drive.

"If I can't take confidence from this, there's got to be something wrong," said Pegula on her performance.

"I'm kind of annoyed. I feel I should have done better and stuff like that. But I think that will pass in a little bit."