He actually isn't. He believed he killed all of them in the Last Great Time War, but actually this was not the case. He discovered, for example, that the Master still lived in "Utopia". The events of "The Day of the Doctor" prove that, to quote the Face of Boe, "You are not alone." The Time Lords were actually frozen in time, and were responsible for giving the Doctor a new regeneration cycle, despite being in "exile" in "The Time of the Doctor".