Eldar Roenning of Norway finished strongly in the penultimate stage of the nine-race Tour to finish in one hour 2.2 seconds. He was just over a second in front of Harvey, a native of St-Ferreol-les-Neiges, Que., and Dario Cologna of Switzerland.
"I knew the shape was good all along the Tour, but there was always a little part of the whole equation lacking," Harvey said. "But today everything finally connected together. My skis were so fast today and I'm really happy to be on the podium."
Devon Kershaw of Sudbury, Ont., was sixth.
The 23-year-old Harvey worked at the front of the pack with Kershaw over the gruelling Val di Fiemme track before making his move down the final plunge into the stadium.
"My skis were just so good and I knew coming in the final downhill when I started double poling that I had a chance at the podium," Harvey said. "This is a really hard course. Oslo was the benchmark for difficulty last year, but I think Val di Fiemme raised the bar further with the most climbing you do on the World Cup."
The World Cup podium finish was Harvey's fourth — he captured two bronze medals in 2009, and a silver last season.
Saturday's performance came after Canadian coach Justin Wadsworth decided to fly in physiotherapist Shayne Hutchins from Calgary after the seventh stage to work on Harvey's tight back and leg muscles.
"Justin flew Shayne in (Friday) and drove 10 hours in the worst snowstorm he has ever seen to pick him up in Munich and drive him to Val di Fiemme," Harvey said. "I had two hours with him (Friday) night and 30 minutes again this morning. I'm really glad he could make the trip. That's how our team works. We play it day by day and if we need something Justin makes it happen."
Kershaw is fourth in the overall standings, while Harvey is sixth ahead of Sunday's final stage.
"It was a big day for Alex and Devon," Wadsworth said. "To have Alex break through at the finish line is a great day for the entire program."
Cologna increased his overall lead to 82 seconds in front of second-place Petter Northug.
Northug finished fourth Saturday and the Norwegian needs something dramatic on the gruelling climb up Mount Cermis to overtake Cologna. Roenning climbed to 20th in the overall standings.
In the women's 10-kilometre event, Justyna Kowalczyk beat Marit Bjoergen of Norway to retake the overall lead.
Kowalczyk raced clear about a kilometre from the finish line and hung on to win in 25 minutes 49.8 seconds, just under eight seconds ahead of Bjoergen.
It now looks set to be a two-way race for the title in Sunday's final event, with the Pole starting 11.5 seconds ahead of Bjoergen, who is bidding to become the first Norwegian to win the Tour de Ski.
One of the pre-race favourites, Therese Johaug seemed to tire halfway through and was well off the pace in finishing 11th. The Norwegian is third in the standings but nearly five minutes behind Kowalczyk.
With files from The Associated Press.