The 25-year-old completed the double in her home country, after taking the victory in the sprint event 24 hours earlier.
Katnikova saw off competition from Julia Taubitz and compatriot Viktoriia Demchenko, who finished second and third respectively.
Katnikova claims luge World Championships double in Sochi
Geisenberger crowned champion in dramatic World Cup finale
Taubitz set up a grandstand finish after posting a track record time of 49.601 seconds in her second run but ultimately finished 0.094s behind Katnikova, who finished with a combined time of 1:39.398.
It was a disappointing event for current World Cup leader Tatyana Ivanova in Sochi, as the 28-year-old was only 13th fastest in her first run, before finishing fifth overall.
In the doubles event, Toni Eggert and Sascha Benecken secured a third World Championship gold medal, as they continued their scintillating season in style.
Eggert and Benecken secure third World Championship gold medal
The German pair currently lead the World Cup standings, and underlined their dominance by scooping the top prize in Russia to add to their successes in both 2017 and 2019.
The duo finished in a combined time of 1:39.384 to beat second-placed Aleksandr Denisyev and Vladislav Antonov of Russia by 0.104s.
The podium was rounded off by fellow German duo Tobias Wendl and Tobias Arlt, who got round in a combined time of 1:39.526.
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