Kirilenko went 0-3 down in both sets before fighting back to 3-3, but Azarenka proved too strong for the Russian No.3, winning 6-3, 6-4.
“It is just like everything came off my shoulders. It was an incredible match,” Azarenka said, adding that she had struggled to win after losing her semi-final to Serena Williams.
“I felt so nervous today because it is not very usual for a tennis player once you lose to come back the next day and play, so it was incredibly hard.”
Azarenka and her partner Max Mirnyi are representing Belarus in the mixed doubles, where they have reached the quarterfinals.
“We are still in the mixed doubles and we hope to bring some gold and we have a bronze. We would like to add to the collection,” she said.
Kirilenko was frustrated with her performance in the final, throwing her racket to the ground at times.
“I felt some emotion out there and when I lost the match I couldn’t control that,” she said.
“I played like I could for this moment because I am quite tired right now, so I just fought and did everything that I could.”