You read it here - don't rule him out if he's a few frames behind; he doesn't know when he's beaten. We've seen him mount a comeback against John Higgins in the World final, we've seen him win four in a row to beat O'Sullivan in the Welsh Open. This was the best we've seen yet.
Trailing 4-1, the Jester from Leicester did well to finish the afternoon session only 5-3 behind, but even that deficit looked like it could be too much. We all know that players have beaten Ronnie O'Sullivan from time to time - it happens. This was different. Ronnie was on his game, and if you can beat him then, you're something pretty special.
Ronnie had two centuries in the first four frames, and when they returned in the evening the two men shared the first six frames. The Rocket then took hold of the match, and won the 15th frame to take a three-frame lead.
So hold on. We've all heard it before. One frame at a time. You just need one chance. One shot at a time. Stay in the moment. There are plenty of clichés for the situation Selby found himself in, but few players could perform as he did. He made two decisive breaks, including a 109, to take the next two frames, but O'Sullivan still only needed one to win.
In the 18th frame, trailing 9-8, Selby looked in control once again, before he missed an easy red. Ronnie played an audacious safety to the jaws of the yellow pocket, and got to the colours needing up to the brown. He then took on the wrong shot.
He may be Ronnie O'Sullivan, but to try the cut on the green that he did, with oodles of check side, took some nerve. To play it left-handed took a fair bit more. No player wants to play a safety at that moment, but it was a poor decision from Ronnie. Selby took advantage of the miss to take the match to a decider.
Who knows how Ronnie felt in that final frame? At the UK Championship in December, we saw Ronnie fight back from 8-3 to 8-8 before losing the 17th to John Higgins, but he looked beaten at Wembley. Selby got in first, and although he broke down on 53, he got another chance and sealed an incredible victory.
In Mark Selby we undoubtedly have a star for the future. Who knows where the game will be in 2020, but don't be surprised if he's at the top of it (Shaun Murphy and Mark Allen will probably be up there with him). The only player I've seen who's succeeded in as many fightbacks since Steve Davis's time is Ken Doherty - Selby has the grit and safety prowess of Ken, but he's got the break-building as well. He's sorted out what was a wobbly cue action, and he'll be a contender in any tournament he plays from now on.
He'll never give up, and players will know that - you're not going to relax until you scrape him off the table, because he's not going to help you.
He clearly loves the Masters, and with three finals out of three, it looks like becoming a second home. Let's see if he can make the Crucible his summer retreat.
We saw a fantastic tournament this week, with the resurgence of Mark Williams to some of his best form, and a truly cracking final.
I know I'm not the only one who can't watch the Masters without thinking of Paul Hunter, and I hope that wherever he is he knows that the snooker world will always remember him fondly.
We miss you Paul.