Malyshko, 25 - who only made his World Cup debut last season – produced a near-perfect shooting display to lead home a Russian 1-2 in Germany.
Malyshko and his compatriot Evgeniy Garanichev had just one miss apiece with the gun in hand with the eventual victory margin over 12 seconds.
The Russian victor clocked 25.07.9 minutes with Garanichev finishing in 25.20.5 minutes ahead of Norway's Emil Hegle Svendsen completing the podium in 25.21.
After claiming the men's relay victory on Friday the 1-2 capped off a memorable couple of days for the Russian team.
However it is France's Martin Fourcade that remains at the head of the overall World Cup standings despite a disappointing showing in Germany.
Fourcade could only finish 16th and thus saw his overall lead shaved to 62 points by Svendsen who sits second with 355 to the Frenchmen's 417.
Russi'’s Evgeny Ustyugov is third with 326 points after finishing the Oberhof sprint in fifth.