The leg-spinner became only the seventh Indian to win a Test on his captaincy debut.
'It feels great to know that I am the first Indian player to get this particular award and it's very special because now I am in the company of a lot of other good cricketers,' said an elated Mahendra Dhoni after winning ICC ODI Player of the Year award.
Indian batsman Rahul Dravid became the sixth player to tally 10,000 Test runs on Saturday.