The Halifax Hurricane, 33, grabbed her third gold here in the Indian capital with a stunning display over two laps of the Jawaharlal Nehru Stadium track.
Cockroft, who had won T34 100m and 400m gold earlier in the week, stopped the clock in a championship record time of 1:49.88 to beat British rival Karen Adenegan by over 13 seconds.
The nine-time Paralympic champion has been there and won it all but says this latest triumph gave her particular satisfaction.
“I’m buzzing with that one – that’s the performance I’m most proud of here,” she said.
“Anything sub 1:50 is really good – so I’m happy come away with another gold.
“We’ve been working really hard on the 800m and it’s been going really well.
“The whole thing has clicked really well – I’m really happy it’s coming into play and the power was enough to take the win.
“It’s just relief – it always gets tougher, but now I’ll have some time off and start building for the next.”
Cockroft is one of over 30 British athletes out in the Indian capital, with the team now sponsored by official finance partner Novuna.
Her and Adenegan, now an eight-time World Championship medallist, won gold and silver in all three of their races as Chinese athlete Lan Hanyu bagged 800m bronze.
Cockroft’s classification will not feature in the Commonwealth Games in Glasgow next year, while the prospect of a European Championships remains unknown.
And asked on what comes next for her, she said: “There are no Commonwealths for me next year which is sad, and currently no Europeans either, so I’m not actually sure!
“I guiltily feel quite happy about that because it gives me a bit of time to chill out and work on some of the things we’ve had to ignore over the last few months.
“But I’m sure I’ll be going crazy after three weeks and looking for the next race!”
Novuna is the Official Finance Partner of British Athletics and proud sponsor of the GB & NI Athletics Team. From everyday goals to world-class dreams, Novuna helps millions across the UK – backing British businesses, supporting individuals’ plans, and supporting British Athletics on the global stage. Find out more at www.novuna.co.uk