Giggs won the award ahead of Formula One world champions and favourite Jenson Button.
Giggs said: “It’s a shock, it’s a big shock.
“As if I wasn’t nervous enough, my heroes Seb Coe and Michael Johnson are here. Honestly this is unbelievable.
“I have been lucky enough to win a lot of things in my career, playing with great players and under the greatest manager that ever lived, and playing for the greatest club.
“This is up there with all of that. I grew up watching this TV programme and to see all the people who have won it and to be up there with them, it’s unbelievable.”