The 27-year-old, who now tries to follow European success with Dunhill Links Championship victory just as he did two years ago, said of his crucial last hole at Medinah: "It was such a fine line and fortunately it went the right way".
Kaymer also gave a possible explanation for sending his 25-foot first putt on the final green against Steve Stricker six feet past.
It was the moment when the magnificent comeback by Jose Maria Olazabal's side looked as if it might suffer a shocking late twist, but the German held his nerve to make the par needed for Europe to retain the trophy.
Kaymer told caddie Craig Connolly before his birdie attempt: "I want to make that putt - I want the ultimate thrill.
"I think that was a good attitude at that stage. You don't want to just hit close to the hole and then knock it in.
"Even though it was more difficult in the end, it was an even better feeling.
"Of course it was a lot of pressure, but I see it more like a gift what happened.
"It's very, very rare that you are in a position as a golf player to make such an important putt.
"There will never, ever, be a more important putt in my life. Even if I have a chance in two years' time again I've done it before already.
"I'm just very thankful that I got the possibility to go through those moments and to experience all of the things that I did.
"It's very difficult to describe. You're just so much in that moment. Fortunately it worked out."
Kaymer hugged his brother afterwards and had one big concern - how had he looked on television after sinking the cup-winning putt.
"You can see my emotions. It was on a completely different level to the PGA (his major victory in 2010). I asked my brother 'Did I look ridiculous?' because I was in a complete new zone.
"I have never seen myself like this. I have never reacted like this.
"He said 'No, you're fine and even if you looked ridiculous it's a good thing because it comes natural. It's how you felt, it's a true feeling, it doesn't matter'.
"I've watched it a few times on tv and YouTube and stuff. Yeah, it didn't look that bad!"
What was bad in Kaymer's view was the German television commentary of their most dramatic golfing moment since Bernhard Langer missed the six-foot putt that decided the 1991 match at Kiawah Island.
"I'm very thankful where I'm from and very happy that I got so much support in Germany, but I was very disappointed the way the commentators were talking about it when I watched the last two or three holes on the German tv channel.
"There was no excitement. On the 18th green it was like 'it drops in, it's very nice, great celebration'. They are just so flat.
"For me it is very difficult to understand. There is something so big happening and some don't get it. That is very sad."
Paul Lawrie and Peter Hanson are the other members of the side competing this week, plus American Dustin Johnson.
All four vice-captains Darren Clarke, Paul McGinley, Thomas Bjorn and Miguel Angel Jimenez are playing as well.
"We were such a team on Sunday," Kaymer added. "To be part of such an historical day is very, very special and in that little circle - the players and the captains - I hope that we can keep it like this and don't talk about it that much.
"It's our thing. That is very special for us."
Most of the big names start at Carnoustie on Thursday, then switch to Kingsbarns on Friday before playing St Andrews on Saturday and also Sunday assuming they survive the cut.