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.
Susan Sarandon 'very excited' about daughter's pregnancy
Scarlett Johansson steps out with fiance after pregnancy reveal