The pair of players-turned-pundits were attempting to sit on all the seats in the venue but also had a personal battle to complete their section first in what was dubbed the ''battle of the backsides''.
The duo took five thigh-busting days to each cover 45,000 seats for a Sport Relief challenge, with former England and Newcastle United captain Shearer reaching his final one in the royal box 13 minutes ahead of his rival.
He said: ''I'm absolutely knackered. I'm going to change my number if the CEO of Sport Relief tries to contact me again.
''It was desperate at times. When I woke up on Tuesday morning I thought to myself - Al, you're not going to do this. I felt dreadful, my muscles, my legs, my knees - I've had nine operations on my knees and they are absolutely hanging off.
''It was hard and we felt like packing it in many times, but you can't pack it in - you've gotta keep on raising that money, and it's well worth it when you finish.''
Their feat has raised around £220,000 so far, with money still coming in.
Savage said: ''I'm absolutely exhausted, but congratulations to Alan - the better man won.
"We've both been through pain - 45,000 seats - but he's kept me going. I couldn't have thought of anyone better to do this challenge with.
''If you'd have said to us on Tuesday morning when we were walking on the stairs and our legs were giving way that we'd finish we'd never have believed you, but hopefully we can raise some more money and it'll all be worth it.''