Burgess struck twice in the first half to put Wigan 10-0 ahead and the English team defended ferociously to keep Cronulla scoreless before the interval at the DW Stadium.
Centre Oliver Gildart scored a try to extend Wigan's lead to 16-0 and although Cronulla finally crossed the line through Jesse Ramien, Burgess touched down in the dying seconds to seal Wigan's record fourth World Club title and first since 1994.
England's Warrington Wolves beat Brisbane Broncos 27-18 on Saturday in the first game of the World Club Series.
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(Reporting by Ed Osmond; Editing by Ken Ferris)
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