Cone, following David Wells who threw a perfect game for the Yankees last season, struck out 10 and threw 88 pitches, 68 of them for strikes.
When Wells pitched his perfect game, Cone sat next to him between innings, calming down his team-mate. This time it was Cone who had to conquer the nerves, and he received a standing ovation from the the crowd of over 40,000 when he walked out to the mound for the ninth innings.
Ironically Cone's feat came on "Yogi Berra Day", so named in honour of the Yankees' Hall of Fame catcher.
Cone struck out Chris Widger to start the ninth. The Yankees' left fielder, Ricky Ledee, gave Cone a scare in the same innings when he stumbled, before grabbing pinch- hitter Ryan McGuire's shallow hit, then Cone saw Orlando Cabrera foul out to complete the feat.
"You probably have a better chance of winning the lottery than this happening, but what an honour." Cone said. "I thought maybe there is something to this mystique or magic of this ball park.
"I thought I had a really good fastball and my best slider all year." he added. "It was a quick, hard, biting slider like I used to throw."
The Yankees pitching legend Don Larsen - who threw his own perfect game in the fifth game of the 1956 World Series against the Brooklyn Dodgers - threw the ceremonial first pitch before admitting he had not been intending to stay for the entire game. Needless to say he ended up changing his plans.
"You couldn't have written a greater script for today." the Yankees short- stop, Derek Jeter, said. "Larsen throwing out the first pitch and Yogi Berra Day; it just seems like it just keeps getting better and better."