The Swede held off South African George Coetzee - who also carded a 71 - to finish on 17-under-par and win by three shots.
With the win Stenson confirmed his top-60 place in the Race to Dubai standings and therefore qualifies for the World Tour Championship.
Stenson, who won The Players Championship on the US PGA Tour in 2009, now has seven European Tour wins to his name. He has two US Tour wins in all.
Stenson, who led by three shots after round three, sent his tee shot into the water on the ninth to allow his playing partner to draw level but moved back ahead on the next hole.
He also made gains on Coetzee - who shot a 63 on Saturday to leap into contention - on the 16th and 17th.
"It was great that I came down here," said Stenson. "One of the bigger reasons was I was 59th in the Race to Dubai standings and I needed a good week.
“He’s (Coetzee) a great player and had a great round yesterday. I made it difficult for myself in the middle of the round there but hung in there and stayed patient.
“I played well to shoot 17 under par around here in these windy conditions. It was playing a lot harder today.”
Coetzee, who is yet to win a tournament, took his eighth top-10 finish of the season.
A stroke back on 13-under, Thomas Aiken and Ryder Cup hero Martin Kaymer were tied for third, with 2011 Masters champion Charl Schwartzel fifth on 11-under after all three shot 67s.
2011 champion Hennie Otto defied the wind to shoot a course-record 62 and finish tied for ninth.
The European Tour's season-ending championship in Dubai begins at the Jumeirah Golf Estates on Thursday with defending champion Alvaro Quiros looking to retain his crown from favourite Rory McIlroy, who finished first in this season's Race to Dubai standings.
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