The 47-year-old skip beat Brad Jacobs of Sault Ste. Marie, Ont., 4-3 in the men's final Sunday to give him one last victory after announcing his retirement Friday.
Martin was on fire, shooting 98 per cent as his rink went ahead 4-1 through four ends before holding off a late rally from Jacobs for his 18th career Grand Slam victory. Martin takes home $23,500 for the win and an additional $50,000 bonus for leading this season's Grand Slam of Curling in points.
"Other than the Olympics, the Players' is my favourite event in curling," Martin said. "It's always the best against the best. The emotions of the day were all about trying getting that 18th Grand Slam win.
"It was a hard fight to win it today but we did it and nobody can take it away now."
Martin, whose career includes a gold medal at the 2010 Vancouver Games, a world championship and four Brier titles, is joining Sportsnet as a broadcast analyst next season.
In the women's final, Winnipeg's Jennifer Jones won her 10th Grand Slam curling victory, defeating Ottawa's Rachel Homan 5-2.
Jones put the game away by stealing a point in the final end.
Jones won the Olympic title in Sochi earlier this year, while Homan won the Canadian women's title and took silver at the women's world championship.
"It really has been an unbelievable season for us," Jones said. "We've won all the events we've set out to win and more. "To come into our favourite event, the Players' Championship, and end with a win is a perfect way to head into the summer."