The speech was given to celebrate his victory in Saturday’s fight in Las Vegas.
He told the assembled crowd: “Some people say I did the wrong thing, others that I did the right thing.
“You can’t confine an eagle to a cage. And I showed them that.”
Khabib caused controversy following the fight when he leapt out of the cage and attacked Dillion Danis, one of McGregor’s associates.
This sparked an all-out brawl between the two factions which had to be broken up by security guards.
Three members of Khabib’s team were arrested, but later released when McGregor declined to press charges.
Khabib also criticised McGregor during his address to 10,000 screaming fans at the Anzhi Arena football stadium.
He claimed: “I prayed to God for one thing, to be left alone in the cage with this clown.
“I asked him this every day.
“I prayed that we would have no injuries, that we would make weight and regain our strength, and finally be locked in that cage.
“Because a lot was said outside that cage, and I said that once that octagon door is shut, I am not responsible for my actions.”
Tension increased sharply in the run-up to the fight when McGregor insulted Khabib’s family and appeared to mock his Islamic faith by offering him a drink of whisky.
Khabib told his fans: “The first thing I wanted to show him, is the difference between our people and his people.
“We know our history, our ancestors, and what our people have been through. Nothing can break us.”
Fans at the stadium chanted “Khabib” repeatedly and invaded the pitch in a bid to reach their idol.
Khabib’s winnings from the fight are currently being withheld by the Nevada State Athletic Commission while investigations continue into the post-match bust-up.