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The American, 32, who suffered two serious injuries in 2016, made her comeback last week finishing 13th in Altenmarkt, Austria.
On Saturday, Vonn won her 77th World Cup race, beating Switzerland's Lara Gut - last season's overall World Cup winner - by 0.15 seconds.
She is now nine behind Swede Ingemar Stenmark's all-time record of 86 wins.
Vonn was out of competitive racing for 322 days after she broke her leg in March 2016, which ended her season, and then fractured her arm in training in November.
She burst into tears when she crossed the finish line and told Ski Sunday: "I'm so happy.
"To be honest, I wasn't sure what I was capable of. I just put it all on the line, tried to risk more and believe in myself.
"I did more than I expected and it is such a big step forward. I knew it was possible if I believed in my ability."

Christopher Adjei, 29, of Riversdale Road, Ramsgate, pleaded guilty to assault with intent to commit a sexual offence and battery.
Kent Police said he grabbed the woman, tried to cover her mouth with his hand, and forced her to the ground in the early hours in Church Lane.
Adjei fled the scene when the woman asked what he wanted.
Officers traced Adjei after his DNA was found on the victim's coat and were able to piece together his whereabouts on 14 June 2014, the night of the attack, based on his bank details and a train ticket to Canterbury.
Det Sgt Daniel Aylett said Adjei put the victim through a terrifying experience.
A warrant was issued for Adjei's arrest after he walked out of a Canterbury Crown Court hearing in August.
He was arrested the following month in the Thanet area.
Adjei was also ordered to spend two years on extended licence after his release from jail as part of his sentence.

Kuba Moczyk, 22, died in hospital after he was knocked out in an unlicensed fight at the Tower Complex, Great Yarmouth, Norfolk, on 19 November.
A memorial mass has been held at St Mary's Church in the town.
Father Philip Shryane told the congregation Mr Moczyk' was a "good man" whose "life was boxing".
More on this story and others from Norfolk
He said Mr Moczyk was "a young man with a good heart, with so much to give and so much to look forward to... but always a gentle smile".
His uncle, Marcin Smigaj gave a tribute, in Polish, on behalf of the family. Mr Moczyk was due to be cremated.
Mr Moczyk, originally from Poland, worked at a chicken factory and lived in the town.
His trainer Scott Osinski said earlier that Mr Moczyk was winning the fight when he took the fatal blow.
His opponent is believed to be aged 17.
Former Olympic champion Lindsey Vonn claimed her first win since returning from almost a year out with victory in the downhill race at Garmisch, Germany.
[NEXT_CONCEPT]
A man has been jailed for four years for attacking a woman in her 20s in the street in Canterbury.
[NEXT_CONCEPT]
Friends and family of a boxer with a "gentle smile", who died after being knocked out in his first fight, have attended a memorial mass.