The Victoria cyclist was seventh in Monday's stage to hold onto the pink leader's jersey, avoiding a crash on the final turn that took out several of the top contenders.
"Another perfect day by the team," Hesjedal said. "We took control in the approach to the last hills and I was able to benefit from perfect position.
"My legs felt great and I was able to stay out of trouble. Another sweet day in Pink."
Hesjedal, who rides for Garmin-Barracuda, made history on Saturday when he became the first Canadian to wear the pink jersey. He remained nine seconds ahead of Spain's Joaquin Rodriguez and 15 seconds in front of Italy's Paolo Tiralongo after Monday's stage.
Spanish rider Francisco Ventoso won the ninth stage in a sprint finish.
Former Milan-San Remo winner Matthew Goss was set up for the sprint when he miscalculated the final curve and flew off his bike. He eventually got up and limped away. World champion Mark Cavendish also went down but did not appear injured. He is still recovering from a bad case of road rash in the third stage.
This was the third mass crash of the race, following similar falls in the opening sprint stages in Denmark.
"When there's a group this big there's always risks," Ventoso said. "I tried to stay fresh all week and today was a tough finish and I handled the last curve well. I saw some space and got myself in there."
Ventoso, who rides for the Movistar team, was timed in three hours 39 minutes 15 seconds for the 173-kilometre leg from San Giorgio Del Sannio to Frosinone, south of Rome.
Fabio Felline of Androni and fellow Italian Giacomo Nizzolo of RadioShack were second and third, both with the same time as Ventoso.
Most of the stage was flat, but there were a couple uphill sections shortly before the finish that made it tough for many top sprinters.
Stage 10 Tuesday is a 187-kilometre hilly course from Civitavecchia to Assisi.
— With files from The Canadian Press