The 18-year-old Frenchwoman took Slopestyle victory thanks to her first run which earned a score of 89.00 points.
Estonian Sildaru, the Lausanne 2020 Slopestyle champion and top qualifier, made it to the start gate but was seen walking away after seeing Gu's first descent.
No one improved on their scores in the second run with only Gu making it past the second aerial jump.
But the American-born Chinese skier struggled on the rails section to hand Ledeux her fifth World Cup triumph, all of them coming in Slopestyle.
Ledeux won the Slopestyle world title in 2017 aged just 15 before failing to make the final at PyeongChang 2018.
Last year, she claimed the Big Air world crown in Utah to make her the reigning champion in both disciplines with the Slopestyle event cancelled.
Ledeux leads the way
The quality was concentrated in the first run with Ledeux leading the way after an excellent performance.
Killi impressed with her aerials but was slightly scrappy on the rails as she scored 81.00.
Gu, who won the closing World Cup event of last season in Calgary, was clearly pleased with her run but a hand down in the rails section cost her valuable points as she tallied 77.00.
Olympic silver medallist Mathilde Gremaud came off the rails section after a promising start to her first run, and crashed on the second to leave her down in sixth place.
Megan Oldham of Canada and Britain's two-time Olympian Katie Summerhayes also fell early on in their second runs to end up fourth and fifth respectively.
Like Sildaru, Darian Stevens of the United States did not start.
Ragettli takes third consecutive men's win
Andri Ragettli picked up where he left off with victory in the men's Slopestyle.
Switzerland's reigning Slopestyle World Cup champion scored 89.00 on his first run to trail Norway's Christian Nummedal, but raised his game on the second run.
A 1620 on his opening jump set the tone and smooth rails work saw him earn a 94.00 to triumph from Nummedal's 91.75 having won the last two rounds of last season.
Reigning Olympic champion Oystein Braaten finished down in 13th place.