Better known for her slalom skills, the Quebec-born Canadian made the best of her all-round qualities to upset the favourites and win ahead of Austria's Michaela Kirchgasser and Olympic champion Maria Hoefl-Riesch of Germany.
Gagnon's feat was all the more remarkable as the previous 15 World Cup super-combined events dating back to December 2007 had been won by World Cup champions.
The event combines a morning speed event and afternoon slalom leg.
"I wasn't expecting that," the cheerful 24-year-old said.
"I just stuck to my plan, tried not to make any mistakes and it was enough for it today. I'm really happy."
In the space of one weekend she emerged as a force to be reckoned with at next month's Sochi Winter Olympics, having also scored her first points in Saturday's downhill while continuing her strong form in the slalom.
"I'm feeling good in all disciplines now. I scored points in downhill yesterday and I never train in downhill. I'm skiing well and strong and it's very positive, especially in an Olympic year," she said.
Canada have not won an Olympic medal in alpine skiing since 1994, but will be hoping to change that at next month's games with Gagnon and Erin Mielzynski in slalom as well as downhiller Erik Guay performing strongly.
Guay is in the form of his career after twice missing Olympic podiums by the blink of an eye.
Another Canadian woman, Larisa Yurkiw, qualified for Sochi by finishing sixth in Saturday's downhill and the speed specialist, who races independently and at her own expense, appears to be coming of age.
Gagnon herself has improved dramatically in speed events as indicated by finishing 13th in the Super-G leg of the super-combined.
"I'm very proud as this course is challenging and for sure one of the most difficult on the women's tour," she said.
The Canadian, who may enter all alpine skiing events in Sochi, received expert advice from her boyfriend, American downhiller Travis Ganong.
"It was nice to celebrate and share the victory here with him," she said.
- Sports & Recreation
- Michaela Kirchgasser