"This was my last game as well," Sharma said at the press conference after Saturday's final which broke a 13-year long drought for India at major tournaments.
"No better time to say goodbye to this format."
They were followed by all-rounder Ravindra Jadeja, who announced his retirement from international T20 cricket on Sunday.
Sharma, 37, is the format's highest scorer with 4231 runs in 159 matches for India, with five centuries. Saturday's breakthrough win was his second T20 World Cup success after winning the inaugural tournament in 2007.
He has played in every T20 World Cup tournament since, with only Bangladesh's Shakib Al Hasan doing likewise.
"I've loved every moment of this. I started my India career playing this format," Sharma said.
Rohit Sharma plays a sweep shot during India's World Cup final innings. (AP PHOTO)
"This is what I wanted, I wanted to win the cup and say thank you."
While Kohli struggled for form for the majority of the tournament before his man-of-the-match innings of 76 off 59 balls in the final, Sharma finished as the second-highest run-scorer with 257 at a strike-rate of over 156, including game-turning half-centuries against Australia in the Super Eight and England in the semi-final.
Sharma said he would continue to be available to play Tests and one-day internationals for India.
India's last major tournament success was at the ODI World Cup they hosted in 2011. Since then they have endured a number of painful near misses, with the most gruelling being the 50-over final on home soil in Ahmedabad to Australia in November.
They also lost the World Test Championship final to the same opponent at The Oval last summer.
"It was very emotional, I wanted this badly," Sharma said. "I was very desperate for this in my life so I'm happy we crossed the line this time."
Jadeja, who made his T20 international debut in 2009, played 74 matches, scoring 515 runs with a strike rate of 127.16 and picking up 54 wickets.
"With a heart full of gratitude, I bid farewell to T20 internationals," Jadeja wrote on Instagram. "I've always given my best for my country and will continue to do so in other formats."
