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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."
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.