Paerson, who won the slalom at St. Anton two years ago, edged Italy's Denise Karbon and Canadian Allison Forysth.
The 21-year-old from Taernaby won the last two World Cup events in the giant slalom at Cortina d'Ampezzo and Maribor and trails Italian Karen Putzer by just 15 points in the current World Cup standings.
"I was really happy to come here and to race when I saw how difficult the course was and I was very motivated," said Paerson, who joined Janica Kostelic and Anne Marie Proell as skiers to have won five World Championship medals before turning 22.
Paerson was congratulated after her finish by Sweden's Ingemar Stenmark, his country's most famous skier who won five Olympic gold medals in his career.
"To win the gold medal in the giant slalom has always been a big goal of mine and when I trained in recent weeks I was really going strong," she said.
"Now, I will be very relaxed going into the slalom and I'll hope to get another medal there."
The final two events of the World Championship -- the men's and women's slalom - will be run on Saturday and Sunday.