It was the second LPGA title for Thompson, 18. She won the Navistar LPGA Classic in September 2011. It was her fourth professional win overall. The LPGA Malaysian title came with a check for $300,000.
Thompson had taken the lead after three rounds and had a string of three consecutive birdies midway through the final round that all-but locked up the tournament. She was 19-under 265 for 72 holes.
Feng Shanshan, who won last week's LPGA event in Beijing, had a 67 Sunday and was second at 15-under. Suzann Pettersen (70 Sunday) ended up third, tied with Ilhee Lee, who had led after each of the first two rounds. Lee had five bogeys Sunday in slipping to a 2-over 73.
Thompson, with a bogey at the second hole, was 1-over through nine holes but ran off three straight birdies over No. 10-12 to hold off a charging Feng. Thompson added a birdie at 16 that allowed her to easily survive a 17th-hole bogey.
Feng was bogey-free en route to her 4-under final round. She had just one bogey for the week. Pettersen stumbled early Sunday with a double bogey in the second hole and had four birdies and one bogey on the second nine.