Legkov started the final stage in the nine-day race 6.5 seconds behind three-time champion Dario Cologna of Switzerland, but Cologna couldn't keep pace when Legkov went ahead on the way up the downhill ski slope.
"I have not practised climbing hills this big," Legkov said. "But in summer time rollerskiing and on snow I know that I am a strong climber."
Legkov won the nine-kilometre freestyle handicap-start race in 31 minutes 3.4 seconds and finished 18.7 seconds ahead of Cologna, with fellow Russian Maxim Vylegzhanin third, 40.7 back.
"Alexander Legkov was too fast for me today. I was at my maximum," Cologna said. "I couldn't hold his pace and knew that I needed to focus on getting second place. I think we knew coming into today's final climb that Alex was the strongest."
Ivan Babikov of Canmore, Alta., was the top Canadian in seventh place.
“I have no idea why I’m good (at this stage),” said Babikov. “Where I grew up there were no hills. Everyone feels the pain at some point on the hill. Maybe I am able to cope with the pain a little better than others.
"People always ask me why I’m good at it and I don’t know. I just love climbing and I just go with it.”
Devon Kershaw of Sudbury, Ont., was 12th, Toronto's Len Valjas was 23rd and Alex Harvey of St-Ferreol-les-Neiges, Que., did not start the stage.
It was an emotional victory for Legkov following Friday night's accident just above the finish line for the final stage. Two other Russians were seriously injured in the accident. Most of them were tourists.
In the women's event, Justyna Kowalczyk of Poland won her fifth stage in this year's race and secured her fourth consecutive overall victory.
Kowalczyk clocked 35:52.5 to finish 27.9 ahead of Therese Johaug of Norway. Kristin Stoermer Steira, another Norwegian, was third, 2:39.5 back.
"It was great hearing so many Polish fans on the side of the hill today," Kowalczyk said.
Val di Fiemme will also host this season's world championships from Feb. 20-March 3.