In the first two stages of the season Gu had collected an 11th and a second place but went one better in Italy as she topped the podium.
The American teenager was fourth heading into her third and final run but wouldn’t settle for a respectable place and recorded a best score of 84.40.
Canada’s Megan Oldham took second with 83.00 and Gu’s countrywoman Julia Krass took third with 77.30.
GB's Atkin, 18, continues fine form with World Cup silver
In the men’s event Canada’s Max Moffatt took first with 83.10, followed up by Sweden’s Oliwer Magnusson and America’s Kiernan Fagan. Sportsbeat 2019
Atkin continues fine form with World Cup silver
Smith and Howden claim ski cross crystal globes