Danielle Kang describes her emotions after winning the KPMG Women's PGA Championship and discusses the words of encouragement she received from Marcus Allen and Wayne Gretzky. (2:42)

OLYMPIA FIELDS, Ill. --From a young age, Danielle Kang's parents instilled in her the belief that anything was possible.

Even major championships.

Kang birdied the final hole to win the KPMG Women's PGA Championship on Sunday for her first LPGA Tour title, edging defending champion Brooke Henderson.

Kang bogeyed the tricky par-3 17th, and Henderson closed with two birdies to move into a tie for the lead, coming up just short on a 30-foot eagle putt on the par-5 18th. But Kang responded with two solid shots to get to the green in two, and then two-putted for the victory.

"I just told myself it was my week. It was my day,'' Kang said.

Kang lost her father, K.S., to cancer in 2013, but her mother, Grace Lee, was one of the first people to congratulate her on the victory. She also face-timed with brother Alex, an instrumental figure in her performance at Olympia Fields, after the trophy presentation.

Kang's father caddied for her when she won the U.S. Women's Amateur in 2010 and 2011. She keeps a journal where she writes messages to her father.

"If I could wish anything, I would wish that my dad saw me won,'' said Kang, wiping tears from her eyes. "I think that it's been a really difficult road for me the past four or five years. It's life, though, you pick yourself up and you have to keep working hard at it, and then believe in what you're doing, and not letting yourself down.

"I just know that he's here for it. What are the odds that my first win is a major? Pretty sure he had something to do with it. It's just incredible. But I know that he was there, because I felt -- I felt him with me every day, and I still do.''

Danielle Kang birdied the final hole to win the KPMG Women's PGA Championship on Sunday for her first LPGA Tour title, edging defending champion Brooke Henderson. Charles Rex Arbogast/AP Photo

It was another great finish for the LPGA Tour's second major of the season. Henderson beat Lydia Ko in a playoff last year at Sahalee in Washington.

The 24-year-old Kang trailed Henderson and Chella Choi by one after she bogeyed the par-4 10th. But Kang moved in front with four straight birdies on Nos. 11-14, getting hot with her putter at the right time.

Kang also had a clutch 21-foot par putt at 16 on her way to a 3-under 68 and the winner's check of $525,000. Her previous best finish in a major was a tie for 14th in the 2012 U.S. Women's Open.

Henderson closed with a 66 to finish a stroke back. Choi, who was tied with Kang for the lead coming into the day, was third at 10 under after a 71.

"Really, she won this, and I was just trying to make it a little bit closer and maybe force a playoff but like I said, I played great and I wouldn't really take anything back,'' Henderson said.

Mi Hyang Lee (67), Amy Yang (68) and Sei Young Kim (68) tied for fourth at 9 under, and Lexi Thompson (69) and Inbee Park (68) were another two strokes back.

Kang's first victory in her 144th LPGA start was a popular one in some high-profile circles. Michelle Wie, one of Kang's closest friends on tour, followed her around right after the win. Dustin Johnson texted "That's how you're supposed to play, congrats,'' and Wayne Gretzky and Caitlyn Jenner _ two buddies from her days at Sherwood Country Club in California -- also reached out.

While she got some great support from her friends this weekend, it was some sage advice from brother that set the tone for her breakthrough win. Feeling overwhelmed after her last practice round, Kang called Alex, who plays on the Web.com Tour, to help formulate a game plan. He told her to "just blast it down.''

"Alex is the one that I called to map out the golf course. He's one of the people that I lean on for everything,'' Kang said.

Worked out quite well. Kang posted four rounds in the 60s. She had just five bogeys, with each of them coming in the final two rounds.

Thompson looked ready to make a charge, beginning with three birdies and no bogeys on her front nine. But she sputtered down the stretch.

Thompson contended for the first major title of the year, but was penalized for a controversial rules violation and lost to So Yeon Ryu in a playoff in the ANA Inspiration. The top-ranked Ryu shot a 72 in the final round at Olympia Fields and tied for 14th.

"The back nine, I think I honestly got really tired,'' Thompson said. "I don't really know what hit me. Overall the whole week, I played very well. Just missed a few putts that I needed to make, and kind of my wedges let me down a little bit.''