Hall, 23, had to recover from cruciate knee ligament damage at the start of the season after rejoining the U's.
The former West Ham trainee netted the winner for his side as they came from behind in a 2-1 victory on Sunday.
"I didn't even dream of having days like this while I was recovering," Hall told BBC Radio Oxford.
Oxford's win was their fourth in a row in all competitions, moving them to within six points of the League One play-offs.
"I'm just thankful to be involved," Hall said after his third goal in his past three league games. "I'm quite religious and I said my prayers during some tough times out injured.
"To go out there and put in the performance I did and score the goal was tremendous."
Hall's winner from long-range came shortly after Liam Sercombe had cancelled out Fankaty Dabo's first-half opener.
"When I hit it, I thought I'd caught it too sweetly," he admitted. "But, then it took a sweet dip into the net and it was a crazy feeling after that."
Oxford United midfielder Rob Hall says he is "thankful" to have played his part in a derby victory against Swindon Town, after overcoming injury.