The London, Ont., native has won every World Cup race at that distance this term, finishing Saturday with a gold-medal time of one minute 13.36 seconds.
American Heather Richardson skated a personal-best 1:13.99 at the Utah Olympic Oval to finish second, while Ireen Wust of the Netherlands took bronze in 1:14.51.
While Nesbitt won the race, she wasn't completely pleased with her skating. She said she was trying to break the world record of 1:13.11, set in 2006 by Winnipeg's Cindy Klassen.
"I was thinking too much. I had a really good 500 (race) and I was excited," Nesbitt. "I really wanted to skate a world record. Maybe I was thinking about it too much. I was trying not to. I didn't have a great start. It was a bit slow and I wasn't expecting that."
In the men's 1,000 metres, Shani Davis of the U.S. won his first World Cup gold of the season by edging Calgary's Denny Morrison by 0.19 seconds.
Davis won in a time of 1:07.20, while Morrison was second in 1:07.39. Stefan Groothuis of the Netherlands was third in 1:07.45.
"Good races, so I was happy with them," Morrison said. "In each I made little mistakes but I still went really fast. And so I'm happy about that. I look forward to not making mistakes tomorrow and going faster."
Edmonton's Jamie Gregg was fifth with a time of 1:07.92.
Lee Sang-Hwa won her second World Cup medal of the season, winning the women's 500-metre race. Lee finished in 37.36 seconds for her best time of the season.
Japan's Nao Kodairo skated a national-record time of 37.42 to take silver, while Richardson took bronze with a season-best 37.58, edging Nesbitt (37.59).
China's Jing Yu, who had won both World Cup 500 races she previously skated, was disqualified.
For the men, Japan's Keiichiro Nagashima won 500-metre gold in 34.37, edging Jan Smeekens of The Netherlands (34.40). American Tucker Fredricks (34.45) took bronze.
Gregg was fourth with a time of 34.47 seconds.
Korea's Mo Tae-Bum, the World Cup leader entering this weekend, was sixth for the men while Japan's Joji Kato was 13th.