Guay did not find a way into the medals at Sochi but held off Johan Clarey of France by 0.35seconds in the second race in Norway, with a time of 1:22.17minutes.
It was the 32-year-old's fifth career World Cup win, while Clarey's last podium place was a bronze in Val Gardena last December.
Meanwhile a sixth-place finish for Norway's Aksel Lund Svindal was enough to see him leapfrog Marcel Hirscher, who did not compete, in the overall World Cup standings.
And Olympic downhill champion Matthias Mayer completed the top three with a time of 1:22.74minutes, denying American Travis Ganong a second straight podium by 0.5seconds.
- Sports & Recreation
- Johan Clarey
- Aksel Lund Svindal