Weng, who finished 18th in Falun, said: "I had a very good feeling in the first kilometre. When I caught Ragnhild (Haga), I thought I maybe started little bit too hard.
Winners of the Women's Overall Cross-Country World Cup (L-R) second placed Jessica Diggins of the US, winner Heidi Weng of Norway and third placed Ingvild Flugstad Oestberg of Norway celebrate on the podium on March 18, 2018 in Falun, Sweden.
Image credit: Getty Images
"I tried my best and I knew I had to go fast to secure the overall globe.
"It is amazing to win the overall. I'm very tired and I am looking forward to going to Spain tomorrow and having some rest."
Diggins had begun the day at Falun in third with a 41-second deficit but recorded the fastest time of the day.
That saw her jump up to second in the overall World Cup standings, with Oestberg holding on for third in the overall standings after finishing in eighth place in the pursuit.
Norway's Marit Bjoergen celebrates after winning the FIS Cross-Country World Cup Women's 10 km Pursuit Free Style event on March 18, 2018 in Falun, Sweden.
Image credit: Eurosport
Diggins said: "My body felt really good. I was lucky I was feeling amazing. I had great skis as well. I was skiing as fast and hard as I could.
"I was focused on my own race I wanted to be the quickest today. I have been dreaming about finishing on the overall World Cup podium. It's exciting."
Diggins' teammate Sadie Bjornsen ended her season on the same note that she started with a World Cup podium.
Norway's Ragnhild Haga and Astrid Uhrenholdt Jacobsen finished fourth and fifth, with Finland's Krista Parmakoski in sixth.