Price has been performing well all weekend and claims his second title in the European Tour a year after his first.
'The Iceman' lead on throw but Cross went 2-1 up with a 62 checkout. Price though hit 87 on the bullseye for 2-2.
Cross claimed a 4-2 lead though hitting a brilliant 148 checkout but he replied in style with a 121 checkout to make it 4-3.
Cross made it a two leg cushion at 5-3 with a 97 average to Price's 99. He finally got back on level terms at 5-5 which was the turning point.
Price claimed a third straight leg and hit the front at 6-5. Cross didn't allow him to gain any momentum though and he made it 6-6.
'The Iceman' took out 88 to go within touching distance at 7-6 ahead and from there he claimed the title.
Click here for more information about the PDC European Tour, including the format, calendar and the prize fund breakdown.
Evening Session (1915 local time, 1815 BST)
Quarter-Finals
Daryl Gurney (91.31) 4-6 (100.23) Glen Durrant
Nathan Aspinall (91.89) 4-6 (94.27) Gerwyn Price
Peter Wright (100.2) 6-0 (83.04) Adrian Lewis
Rob Cross 6-1 Richard North
Semi-Finals
Glen Durrant (98.02) 3-7 (101.89) Gerwyn Price
Peter Wright (92.72) 6-7 (91.54) Rob Cross
Final
Gerwyn Price (93.04) 8-6 (90.92) Rob Cross