The Visma-Lease a Bike rider effectively wrapped up victory in the year's last Grand Tour victory after winning Saturday's mountain stage to stretch his lead over Portugal's Joao Almeida to one minute and 16 seconds.
Sunday's ride from Alalpardo into the capital was always going to be little more than a procession for the peloton but with riders already in Madrid and approaching the city circuit they were halted at around 6.20 p.m with 60 km remaining.
Vingegaard was seen shaking hands with teammates as confusion reigned, before it was confirmed that the race would not reach its scheduled finish.
"For security reasons, stage 21 of La Vuelta has been ended early. There will be no podium ceremony," organisers said, as thousands of protesters filled downtown Madrid. "The race has been officially ended and Jonas Vingegaard is the winner."
It is the first time one of cycling's Grand Tours has been prevented from completing its final stage by political demonstrators since the Vuelta in 1978 was halted by Basque separatists in San Sebastian.
While the race will be remembered as one of the most volatile in the Vuelta's history, with protests causing chaos since stage five, it was a landmark one for Vingegaard.
It was his third Grand Tour victory, after the Tour de France in 2022 and 2023.
He is also the first Danish winner of the Spanish race.
Vingegaard fulfils favourite tag
Almeida (UAE Team Emirates XRG) was second with Britain's Tom Pidcock third - his first podium finish in a Grand Tour.
That Vingegaard, the pre-face favourite, would win the general classification has rarely looked in doubt since he reclaimed the leader's red jersey on stage 10.
There was still hope for Almeida before Saturday's brutal 165.6 km ride from Robledo de Chavela but Vingegaard poured on the power in the last kilometre of the climb to the finish at Bola del Mundo to underline his class.
What had looked in more doubt though was whether the 90th edition of the Vuelta - a race that is no stranger to protests - would even reach its climax in Madrid.
Trouble started on stage five in Figueres when half a dozen demonstrators attempted to stop the Israel-Premier Tech team from racing time trial.
Stage 11 to Bilbao was suspended three km from the finale because of protests, stage 16 was cut short by eight km and stage 18's time trial in Valladolid was more than halved in length because of security fears.
Stage 20 finished as planned despite a sitdown protest around 18 km from the finish that forced riders to re-route. Sunday's stage had already been diverted to avoid demonstrations in outlying towns. But once a large group of banner-waving protesters swarmed Madrid's Paseo de la Castellana, the planned finish, organisers had to admit defeat.
Far from rising across the line with arms aloft, Vingegaard was left to celebrate in the back of his yellow team car.