The Japanese skater took first in the men's singles as he finished clear of the field in Finland.
Hanyu, who won golds in Sochi and PyeongChang, scored 297.12 points overall, scoring 190.43 points for his free routine.
Helsinki Grand Prix
Charlene Guignard and Marco Fabbri skate into silver position with beautiful routine
He reeled off a unique quad toe-triple Axel sequence, a quad Salchow, another quad toe and a shaky quad loop as well as four more triples and other difficult spins and steps.
Hanyu, 23, said his conditioning was not the level he wanted but he was still pleased with the performance.
"Actually I was fighting my condition, as it was not so good before I came here and after I came here," Hanyu said.
"But I beat myself. Although the quad loop and quad toe were not perfect, I am pleased I was able to stay on my feet.
"I was trying hard to do the quad toe-triple Axel without a hop in between and when I'm fresh I felt the confidence I can do it."
Czech Republic's Michal Brezina took home the silver medal with South Korea's Junhwan Cha taking third place.
They were both more than 30 points behind Hanyu, who had already established a 13-point lead in the men's short programme.
Brezina, 28, was not left to rue a fall in his triple Axel, which cost him points with the judges.
"I am happy with the way I finished the program," he said. "The rock 'n' roll music gives me energy. It felt great to perform except for the mistake at the beginning."
It follows the gold medal won by Olympic champion Alina Zagitova in the ladies' singles.
Zagitova's fellow Russian Stanislava Konstantinova took home a bronze medal while Japan's Kaori Sakamoto won bronze with 197.42 points.
There were more Russian medals in the pairs as Natalia Zabiiako and Alexander Enbert won the first gold medal of their careers in the pairs.
They passed overnight leaders Nicole Della Monica and Matteo Guarise, from Italy, in the rankings as they took the top spot.
Helsinki Grand Prix
Zagitova leads the way in Helsinki
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