Odenkirk plays wheeler-dealer lawyer Saul Goodman (also known as Jimmy McGill) in both series and tweeted his gratitude to viewers as the finale, which aired in the US on Monday, drops on Netflix in the UK today.
In a video marking the end of the Breaking Bad prequel series, Odenkirk said: "Everybody's been asking me how I feel about saying goodbye to Saul Goodman and Better Call Saul and I'm not good at answering the question because it's frankly hard for me to look at that experience and even at that character too closely.
"It's so many moving parts and they fit together too beautifully and it's a mystery to me, how it even happened. Thank you for watching."
Odenkirk, who suffered a heart attack on set while filming the final season, thanked his co-stars including Rhea Seehorn, Patrick Fabian, Jonathan Banks and Giancarlo Esposito, as well as the creators of both series Vince Gilligan and Peter Gould.
He said: "I did nothing to deserve this part, but I hope I earned it over six seasons."
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Acknowledging the difficulty in following hit series Breaking Bad with the prequel show - which guest starred Bryan Cranston and Aaron Paul in some of its final episodes - he said: "The fans, thanks for giving us a chance, because we came out of maybe a lot of people's most favourite show ever and we could have been hated for simply trying to do a show.
"But we weren't, we were given a chance and hopefully we made the most of it."
Odenkirk, 59, also made reference to the show's famously slow-moving storyline, adding: "Better Call Saul, a closely observed, idiosyncratic story about a very unique guy, a little slow at times, but if you paid attention, in the end it was about big, big things inside people."
But the opinion of his 23-year-old son Nate, also an actor, was clearly the one that meant the most to the star.
He retweeted a tweet from his son which read: "God it's such a f***ing good show," and commented: "It’s impossible to say how much this means to me."
Better Call Saul's finale and all six seasons are currently streaming on Netflix.
Watch: Bob Odenkirk says thank you to Better Call Saul fans as finale airs