The 32-year-old just never looked comfortable in the famous old theatre, as he chased a second world title in three years.
But as top seeds fell, Selby just kept grinding out close wins, doing just enough and showing a granite-like determination not to lose.
Close wins over Robert Milkins (10-6), Sam Baird (13-11) and Kyren Wilson (13-8) saw him through to the semi-finals of the Betfred-sponsored event.
Here he needed all of his defensive powers to edge out Hong Kong’s Marco Fu 13-11, before facing Ding Junhui in the final.
Sheffield-based Ding was playing in his first final – he had such a poor season he was forced to win three qualifiers just to reach the Crucible – with the hopes of an expectant nation on his shoulders.
Ding played super snooker throughout the 17 days, and he will look back on that opening session of the final on Sunday afternoon with regret.
Maybe it was the Crucible nerves, but the 29-year-old, who moved to Sheffield as a teenager, was poor in the opening exchanges, allowing Selby to race into a 6-0 lead.
It was an advantage he would never relinquish, even though Ding closed the gap to just one frame at times.
“Ding was under a lot of pressure, it was his first world final and there’s massive expectation from China,” said Selby, whose winning pot came just minutes after the final whistle at Stamford Bridge ensured the Premier League title would go to 5000-1 outsiders Leicester.
“I knew I had to capitalise early doors, every time I got a chance I punished him and scored.
“I missed a blue to go 7-0 up and if I had done that I might have won more easily. Ding showed class and came back to within a frame at times, but I managed to dig deep.
“For a lot of this tournament my game has been average, whereas Ding has played great, the only bad session he had was in the first session in the final.
“I was second-favourite, but now I am sitting here as world champion. I think it was just grit and determination, I never give in, no matter how badly I’m playing. Until that final ball is potted, I still keep believing inside that I can win.
“It’s a great feeling. To win it once was a huge achievement, and something that I wanted to do, but I never dreamed of winning twice. I’m quite emotional.
“The first time is always special, especially at the World Championship, and it is the same when you win your first ranking tournament. When you look at the people who have won it twice, it is an amazing feeling to join that elite group.
“I feel shattered. Last night I was so tired, to come out of that penultimate session 10-7 up was huge because it was the first time I’d been ahead after the first day of the final.”
As for news from his beloved Foxes, Selby was told the football score – Chelsea had drawn 2-2 with Tottenham – by someone in the Crucible audience.
“Just before the last frame, someone I know in the crowd told me Spurs had drawn with Chelsea which meant Leicester were champions,” he said.
“That was the only time I knew, I tried to not to think about it, I didn’t want to distract myself from what I had to do.
“I don’t know what is more of a shock, me winning the world title twice or Leicester becoming Premier League champions!”
As for Ding, he finally proved to a nation and, more importantly, to himself that he can perform at the Crucible.
He has long been tipped as a future world champion, but always seemed to struggle in his adopted home town.
The only previous time he had gone beyond the quarter-finals, in 2011, he lost out to Judd Trump.
So to reach the final this year, as a qualifier after dropping out of the world’s top 16, is testament to his character more than the unquestionable talent that has won him 11 ranking tournaments.
Ding said: “I played well in the last session. The start was very bad, I went 6-0 down and I was too far away from Mark.
“He played good safety and he knows how to win frames. The match got harder but I enjoyed it more towards the end.
“Five years ago, I got to the semi-finals and now this year I have gone one step further. Maybe next time I’m going to win this title.
“It’s good experience for my career. I enjoyed the final and not many players have got to the final here.
“This season I have been working with (coach) Terry Griffiths for the first time and I think I have improved. If I keep playing like this I can win more tournaments.”