The 24-year-old from St-Ferreol-les-Neiges, Que., became the first Canadian man to win an individual cross-country skiing medal, racing to a bronze in the classic-ski sprint event.
Harvey was the lone Canadian to qualify for the top-30 head-to-head heats. He only secured his spot in the final after he finished third in a quick second round on the 1.5-kilometre sprint course and grabbed one of two lucky loser berths.
"It started a bit on the rough side," Harvey said of his day. "I was a little bit too slow in the first half of my qualifier and then I was able to make it in the top 30, and I felt I had a lot of energy left.
"And then in the (final) round, it was just getting better and better and better. In the final, I was really (fast) with energy."
Russia's Nikita Kriukov won the men's race. Norway's Petter Northug skied to silver, finishing three-hundredths of a second back. Harvey, who had competed in only two races in the past month, was .08 off the pace.
"It's really nice to get that done on the first day of the championships," said Harvey.
Norway's Marit Bjoergen dominated the field to win the women's race. Sweden's Ida Ingemarsdotter finished second, while Norway's Maiken Caspersen Falla locked up the bronze.
Harvey's bronze is the third Canadian medal ever won at a world championship. He and Devon Kershaw won gold in the team sprint in 2011 while Sara Renner captured bronze in the classic sprint in 2005.
Harvey attributed his slow start to his lack of recent competition and a lack of familiarity with the pace necessary to excel. Canada's wax technicians were also challenged after snow started to fall following the opening round.
"There was a lot of action in the wax room and communication on the course today for sure," said Canadian head coach Justin Wadsworth. "These guys we have are the best in the business and should take a lot of pride in that medal today."
Harvey said his choice of wax helped him get a good push towards the finish line. The last part of the course included a bump that could have slowed him down.
"I was really negotiating that last corner, that little bump well," he said. "So I was able to launch myself in the finishing stretch with a lot of momentum. And after that, it was just a matter of keeping my momentum and just keeping the speed, and I was able to make a move on the Swedish guy there."
Canadian coach Wadsworth said Harvey helped the team achieve a season-long goal of reaching the podium at the world championships. He also showed considerable maturity as he overcame a disappointing showing in Quebec earlier in the season.
Bjoergen won her first title at the worlds when they were last held in Val di Fiemme 10 years ago, then dominated the last worlds in Oslo two years ago with four golds.
"This is incredible, because I thought the sprints were going to be hard for me," said Bjoergen, who also won three golds at the 2010 Vancouver Olympics. "I had lost my shape the last few days. But my skis were perfect. The guys in the wax cabin did a great job."
Harvey said his bronze bodes well for him as he prepares for the 2014 Games in Sochi, Russia.
"It's just good to get the timing right with the training and everything else to work at the right moment," he said.
Friday's main event is women's ski jumping.
— With files from The Associated Press