The 19-year-old, world number two, staged a memorable comeback from two sets to love down to beat Croatia's Ivan Ljubicic 3-6, 2-6, 6-3, 6-4, 7-6 (7/3) and add the Madrid Masters to the Monte-Carlo, Rome and Montreal Masters he has secured this year.
Sunday's win also gave him an 11th title in total this year and took his winning record to an ATP tour-best 79 matches for 2005, two more than world number one Roger Federer, and the most by a teenager since Mats Wilander won 82 matches in 1983. But Nadal, one of just three men to have beaten Federer this year, insists he has almost set himself too high a standard to follow in 2006.
"I think this year is almost impossible to repeat," he said.
"I'm going to start next year in high spirits, but without pressure because this has been an incredible year, a year to remember, to keep at home like a picture you hang on the wall.
"Next year, I'll try my best, knowing and being conscious that I cannot repeat this."