Then he delivered an ominous message to the rest of the heavyweight division.
“I know I can do better,” he said.
There is surely not much better than this. This was one of the finest displays by a British heavyweight.
It was a seven-round thrashing of the most feared puncher on the planet.
And he did it all by backing up his words that he would not go 12 rounds with Wilder again.
The new WBC heavyweight champion as a 19st 7lb aggressive monster is a frightening prospect.
Fury has always been a slick, fleet-footed boxer who could outbox and frustrate anyone in the sport's glamour division.
But if we have witnessed the birth of a new all-action Fury who will walk down opponents and brutally batter them then he will be unstoppable.
Not good news for Anthony Joshua - or any heavyweight in the world for that matter.
“I’m my own worst critic,” Fury said, sporting a suit with images of himself emblazoned all over it and a green tie but no shirt at the post-fight press conference.
“I’ve only just started with this style. It takes years to perfect, but I’m a quick learner, don’t forget.
“Wilder said I can’t punch. He said I have two pillow fists, so not bad for an old fat guy, who can’t punch!
“I’m supposed to be an old feather duster who couldn’t crack eggs.
“My record now is 30 wins with 29 KOs. Not bad considering I’ve never looked for knockout.”
A penny for WBA, IBF and WBO champion Joshua's thoughts if he was tuning in from his holiday in Nigeria where his family hails from.
The Watford warrior would have witnessed any argument he had at being the No 1 in the division vanish true little fault of his own.
He would have also seen the cheeky nod to him from Fury as the Gypsy King's mouthpiece was in green and white with “Nigeria” written on it.
It would be bizarre for most to do that but not Fury.
The Gypsy King was carried to the ring on a throne while wearing a crown.
He then proceeded to show why he is heavyweight royalty over the next 20 minutes.
Nobody believed him when he said he would go on the front foot.
But he did just that as he had Wilder backtracking from the off.
The feint before the jab caused Wilder to hesitate and that gave Fury enough time to dart in close to stop the American from being able to fully extend his huge right hand.
Fury was busy landing his own right hands and claims that the Brit didn't have the pop to put a dent in Wilder were quickly dismissed.
Wilder was rocked in the first two rounds and then hit the deck when Fury landed clean again.
The Bronze Bomber couldn't detonate his right hand and Fury was in total control. The crowd of almost 16,000 inside the MGM Grand Garden Arena loved it.
Most had come to see Fury as thousands of Brits descended on Las Vegas.
Fury has never had the love like Joshua or British boxing stars of the past. Surely now the once outsider will be adored.
If he fights like this then more and more will jump on the expanding bandwagon.
Wilder was down again in the fifth, this time the left hook to the body followed a right and the American was on the deck.
The Alabama man was brave as he took a battering and refused to give in but he had no answers on the back foot to Fury's onslaught.
At the end of the sixth round, the cameras cut to Wilder's corner and blood was pouring from his mouth and ear.
It felt like the end was near and it was as when Fury pinned him in the corner and landed another booming right in the seventh then the towel came in.
Fury took the WBC title, then the microphone for a rendition of 'American Pie' before heading off to the MGM's Hakkasan nightclub for his after party.
He has now won every single major belt in the heavyweight division and, after his win over Wladimir Klitschko in 2015, holds two of the best ever performances on the road.
“I've got another old fella across the pond who might want a little tickle,” added Fury. "Then that is it then. It's completed. Done.”