In a four-man lead group, Northug surged ahead on the final uphill section of the fourth stage from Cortina to Dobbiaco, near the Austrian border, and won in one hour 16 minutes 32.7 seconds. Alex Harvey of St-Ferreol-les-Neiges, Que., was the top Canadian in sixth place.
“I felt really good in the warmup so we’ll see how the body can recover overnight,” Harvey said. “There are no rest days now. It is whoever can recover overnight will be in the best shape.
"I’m going to eat, rest and do the right things to fill the tank so I can empty it again tomorrow.”
Alexander Legkov of Russia finished second and two-time defending champion Dario Cologna of Switzerland was third. Previous leader Maxim Vylegzhanin of Russia was fourth.
A five-kilometre sprint race is set for Friday before the final two stages this weekend.
Devon Kershaw of Sudbury, Ont., was 12th, Ivan Babikov of Canmore, Alta., was 21st and Toronto's Len Valjas was 23rd.
Harvey was able to calm his nerves and post a decent result despite some stressful moments before the race. The Canadians were locked out of their team bus just 10 minutes before the start.
Harvey was hoping to change out of his wet warmup clothing.
“We didn’t have our race clothes with us," Harvey said. "I had my suit, but didn’t have any long underwear so I got really cold. It wasn’t a super day, but not bad either given we were super stressed out.”
Northug finished second overall three of the past four years and is seeking to become the first Norwegian to win the weeklong event.
He holds a 5.7-second lead ahead of Legkov. Cologna is 10.9 seconds behind in third, while Vylegzhanin dropped to fourth, 16.6 seconds behind.
In the 15-kilometre women's race, three-time defending champion Justyna Kowalczyk of Poland won her second leg of this year's event but saw her overall lead sliced in half.
Kowalczyk won in 37:15.1. Charlotte Kalla of Sweden finished second, 18.3 seconds behind, and Therese Johaug of Norway was third, 18.7 behind.
Kowalczyk entered the stage with a 50.3-second lead on Johaug, and now is just 23.0 ahead of Kalla, with Johaug five seconds further back.
Stage five on Friday features a 5-kilometre classical race for men and a 3-kilometre event for women.
The race ends Sunday with the traditional climb up Mount Cermis in Val di Fiemme.
With files from The Canadian Press.