Federer, 37, beat Goffin 7-6 (7/2), 6-1 to secure his 102nd career singles title and remain unbeaten on grass so far this season.
“It's unbelievable. I never thought when I first played here that I would win 10 titles,” said Federer.
“Often when it went well for me here, I also had successful Wimbledons, so this sets me up nicely.”
The Swiss star is chasing a ninth Wimbledon crown in London next month as he looks to extend and defend his record of 20 career majors.
Long-term rival Rafael Nadal moved to within just two titles of Federer's record with his 12th French Open triumph earlier this month, while world number one Novak Djokovic is just five short with 15 career majors.
The win at Halle means that Federer will be second seed ahead of Nadal at the All-England Club, and the Swiss said that his performances at the tournament would boost his confidence.
“It's always good at my age to prove myself that I can last five matches in six days and tough ones along the way,” he said.
Federer endured a rough ride in the early rounds in Halle, battling to hard-fought, three-set victories over Jo-Wilfried Tsonga and Roberto Bautista Agut.
Things got easier in the latter stages as he thrashed Andy Murray's new doubles partner Pierre-Hugues Herbert in the semi-finals before dispatching Goffin on Sunday.
Federer held off three break points early in the first set before prevailing in the tiebreaker.
An unsettled looking Goffin then gifted Federer the opening game of the second set with a double fault on break point.
From there, the Swiss never looked back, breaking Goffin twice more on his way to a 10th Halle title.
“I thought David was actually better than me in the first 10 games,” said Federer.
Goffin added: “I thought I started really well, there was great intensity in the first set.
“I had opportunities, but you have to take them against Roger. This guy is pretty good.”
It is the first time Federer has reached double figures at any individual tournament.
He has triumphed eight times at both Wimbledon and the Dubai Open, and has won his home tournament in Basel on nine occasions.
“I've never won a tournament 10 times before, so I will remember forever that I did so here in Halle.”
“I didn't think about how it would feel until it was all over.”