Having won Race 1 on Saturday, the Swede doubled up with another impressive performance in his Abarth 695 Assetto Corse Evoluzione.
Lilja crossed the line ahead Italians Emanuele Moncini and Alex Campani, after a thrilling duel in soggy conditions at the French circuit.
Sitting on pole as the lights went out, Lilja soon ceded his advantage as Italian pair Jonathan Giacon and Campani both overtook, with Moncini in behind that trio.
Trofeo Abarth
Campani seals title in thrilling fashion at Monza
15/11/2014 AT 00:40
Moncini took control of the race on the sixth lap, followed by Giacon, before the top four exchanged positions until a provisional classification started to take shape with Lilja first, tracked by Moncini, Giacon and Campani.
On the penultimate lap Campani passed Giacon to reach the third step of the podium.
Among the Abarth 500 Assetto Corses, Franco Cimarelli dominated and finished the race seventh overall, ahead of the young Finnish driver Jusso Pajuranta.
This result, coupled with his efforts in the first race when he finished first in the class, means Pajuranta sits atop of the fledgling Abarth 500 championship standings.
The championship next moves to Austria, where the Salzburgring will host round two on the weekend of May 24 and 25.
Trofeo Abarth
Lilja sets up thrilling finale with race one win at Monza
26/10/2014 AT 10:30
Trofeo Abarth
Lilja grabs pole at Monza
26/10/2014 AT 10:08