The Italian held off the challenge from Vlhova, who straddled in the slalom, to take her fifth win this season.
Federica Brignone is the new leader of the overall World Cup standings.
The Italian has won the combined event in Crans-Montana, Switzerland, finishing 0.92 seconds ahead of Austria's Franziska Gritsch.
With five wins and ten podiums across four disciplines this season, 29-year-old Brignone has moved to the top of the overall rankings with 1,298 points, 73 ahead of Mikaela Shiffrin,
The three-time overall World Cup reigning champion has been absent from the World Cup circuit since the unexpected death of her father Jeff on 2 February.
With 12 races left until the end of the season, it's still unclear if and when the American will return during this campaign.
Petra Vlhova, who was second after the super-G run, straddled a gate in the slalom and remains third in the overall rankings with 1,139 points.
"I couldn't have hoped for more. I really wanted this win. In the Super-G I gave myself a head start in the slalom and I also had a little luck with Petra [Vlhova] straddling," a beaming Brignone told reporters after the race.
"I expected it to be a battle until the end. I am happy with my performance, I've always done well on this course."
The Olympic bronze medallist recorded the fastest times in both runs to clinch a record fourth straight win in a combined event and equal Janica Kostelic's record set in 2006.
Brignone will chase more World Cup points next weekend on the home course of La Thuile, where a super-G and a combined are scheduled.