The double YOG champion becomes the first freeskier to take back-to-back World Cup wins at the same competition in two different events.
On Saturday night, the 16-year-old achieved something unprecedented in freeski history as she took victory in the slopestyle competition at the 'Snow Rodeo' World Cup event in Calgary, Canada.
By doing so, Gu became the first freeskier to win back-to-back World Cup events in two different disciplines at the same venue.
The double Youth Olympic Games gold medallist threw down a few impressive tricks, including a 'shark fin' jump and a perfect right 900 tail, to score 89.18 points.
That was enough to beat top qualifier Mathilde Gremaud of Switzerland, who earned her first slopestyle World Cup podium of the season.
Megan Oldham from Canada completed the podium.
Gu, who made her World Cup debut in 2018, clinched her second slopestyle win, her third overall.
“I try not to take anything for granted,” she told the International Ski Federation (FIS) at the Canada Olympic Park.
“Last night was incredible and I really didn’t expect that win, and today I think I expected it even less.
"I really just came in trying to do my best and ski the way I knew I could. Skiing my best is really the best part of this, and being rewarded for it just makes it even better.”
In June 2019 the Californian born freeskier announced she had switched allegiance from team USA to China.
Last August, at the age of 15, she became the first naturalised Chinese athlete to win an international event at the Australian New Zealand Cup in Cardrona.
Gu, who also work as part-time model, was one of the main stars at the Lausanne 2020 Winter Youth Olympics, where she won two gold medals in halfpipe and big air, and claimed slopestyle silver behind Kelly Sildaru from Estonia.