The 36-year-old beat Scottish teenager Nicholas MacDonald in Sunday night's live final from London's Wembley Arena after scoring more than a million viewer votes.
Her first single - available to download now - is a cover of Demi Lovato's 2011 US hit, 'Skyscraper'.
Speaking about her win last night, the mum-of-two said: "I'm still in shock but all my dreams have come true tonight.
"I'm overwhelmed by all the support I've received and wish I could thank everyone individually for making this such a special moment for me. I love my single and with the proceeds from it going to such great causes, I really couldn't be happier."
Sam Bailey and Sharon Osbourne
Her mentor Sharon Osbourne said: “I always knew Sam could be our winner and I'm so proud. She represents what The X Factor is all about.
"Skyscraper is such a powerful song and to quote my good friend Lou Lou she has completely made it her own."
Watch Sam's winning performance of 'Skyscraper' below.
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