Vonn won her fifth consecutive downhill title and leads Germany's Maria Hoefl-Riesch in the overall standings by 231 points with a month remaining in the Audi FIS Alpine World Cup season.
"Downhill is my favorite event and it's always nice to wrap up a title before the end of the season, before the last races," Vonn said. "It puts a little less pressure on me."
Hoefl-Riesch won Saturday's event in a time of 1 minute, 49.17 seconds. Elisabeth Goergl took second and Vonn third with a 1:49.76.
Sochi, site of the 2014 Winter Olympics, turned out to be a favorable hill for the U.S. team. The American women took four of the first 10 finishes, which the U.S. Ski Association said in a written statement was the first time one country had placed four competitors in the top 10 for a World Cup downhill.
Julia Mancuso placed sixth and Stacey Cook and Alice McKennis placed ninth and 10th respectively.