A crowd of just over 14,000 included over 3,000 from Humberside (North Ferriby only has a population of about 4,000) and they witnessed a fabulous fight back.
Goalkeeper Adam Nicklin was the hero as the underdogs came back from two goals down to beat Wrexham on penalties and win the Trophy.
Louis Moult and Jay Harris strikes had given the Welsh side a commanding 2-0 lead by the hour mark.
But Liam King's penalty gave United hope and substitute Ryan Kendall equalised late in normal time.
Kendall's header then made it 3-2 before Moult's stunning strike set up a shoot-out, which Ferriby won 5-4.
The penalties had gone to sudden death when Nicklin saved Steve Tomassen's penalty to cap a remarkable comeback by the East Yorkshire part-timers and secure their first FA Trophy.
Wrexham manager Kevin Wilkin told BBC Radio Wales: "I'm gutted. We had a great opportunity to put ourselves in the driving seat and to give the game away like we have, I feel we've left people down today.
"There were no issues, but then we started dropping off and getting deep again. We didn't defend crosses, we didn't get tight to people and gave them time and space. But credit to North Ferriby, they stuck to their work.
"I'm here to do a job. I've worked hard at it, had a couple of great cup runs but the league form hasn't been exactly where we need it to be. There's been a lot of changes, and we need to keep pushing that on for Wrexham."