The 24-year-old defending World Cup champion began the German round with a triumph as part of France's 4x7.5km relay team before cruising home in first place in the 10km sprint.
He faced his greatest test yet in his final event, the 15km mass start, however he had enough left in the tank to deny a Russian for the second time running in Ruhpolding.
It was far closer than the 10km sprint though with Fourcade and Malyshko neck and neck on the final leg before the Frenchman burst away at the death to win by half a second.
Boe wins third consecutive overall biathlon World Cup
Fourcade and Malyshko broke away from the rest of the field with double Olympic champion Emil Hegle Svendsen the best of the rest in third just over ten seconds behind.
World Cup leader Fourcade placed second after the first and second shoots, which he cleared without a fault, before taking the lead ahead of the third where he repeated the trick.
He fell behind to Malyshko, who missed his one and only target first time in the range, on the fourth final shoot as he took his time before the pair exchanged the lead until the finish.
Fourcade won in a time of 36:27.7minutes and took his points tally at the top of the overall World Cup standings to 564, 75 ahead of Svendsen who occupies second place.
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