She took home the gold medal in the ladies 10km pursuit as the Swede crossed the line in 23:55.1.
Norway's Therese Johaug was forced to settle for the silver medal as she finished 12.9 seconds back, but it was still a successful day for her as she confirmed her place at top of the World Cup standings with 956 points.
Weng victorious as cross-country season closes in Switzerland
Her compatriot Ingvild Flugstad Oestberg rounded off the podium after she crossed the line a further 2.2 seconds back – confirming her place runner up spot in the standings with 918 points.
Russia's Natalia Nepryaeva cemented her third position in the overall World Cup standings, after her twelfth-place finish in Canada.
Stupak and Bolshunov lead the way in Engadin
Yuliya Stupak doubles for Russia with 10km Mass Start victory