The Norwegian missed just one of her 20 shots to win the women's 12.5km mass start event in a time of 34m0.8s.
Sweden's Hanna Oberg finished second, 25.3s behind, while Germany's Franziska Preuss completed the podium in third, 32.4s back.
"It was really tough today," Eckhoff said.
"I was fast in the prone shooting but in the standing, I needed a little bit of time.
"I don't have the confidence and I need to work those targets down, so I am very happy to have managed that today."