The Slovenian giant slalom world champion was fastest in both legs of the event with a combined time of two minutes 1.76 seconds.
Maze, who leads the overall standings, kissed her skis after the morning super-G leg, the only discipline in which she has yet to win a World Cup race.
If she repeats the feat in Saturday's super-G on the same course, Maze would become only the sixth woman to have won in all five World Cup specialities.
"I came to St Moritz to win all three races and I don't care if the others think I'm arrogant," said Maze, who will also race a giant slalom in the Swiss resort on Sunday.
"It's true that I have not yet won a super-G but I work so hard that I have my chances. To have won both the super-G leg and the slalom today makes it feel like a double victory," added Maze, who won the only downhill of her career in St Moritz.
After also winning the two giant slaloms held so far, Maze leads Germany's Maria Hoefl-Riesch, who was fourth on Friday, by 128 points in the overall standings.
The big disappointment of the day was Lindsey Vonn, who failed to complete the afternoon's slalom leg and scored no points.
The American, fresh from her Lake Louise treble victory, lies fourth overall, 187 points behind Maze.
Vonn had little slalom preparation in the off-season and it showed on the hill, where she made an early mistake and was eliminated.
Behind Maze, the other podium places went to Austrians Nicole Hosp and Kathrin Zettel, both specialists in super-combined.
Hosp, who trailed Maze by 0.88 seconds, had taken her last podium places in two St Moritz super-combined events last season, while Zettel, 1.08 adrift, was the discipline's world champion in 2009.
It was Zettel's fourth podium of the season and a sign that she could join the overall World Cup battle after years of struggling with hip and back problems.
Much will be at stake in Saturday's super-G and while Vonn will be out for revenge, Maze said she was ready for a fight.
"I can't wait for tomorrow's race. I want to show what I can do in a super-G. I'm going to fight all the way through a long and exhausting weekend", she said.
- Sports & Recreation