The native of Lac-Etchemin, Que., ended a 30-year drought for Canadian women in World Cup combined events last weekend by earning her first-ever victory.
Gagnon, 24, doesn't seem to care if that victory means higher expectations in Sochi.
"I'm not worried about pressure," she told a news conference in Quebec City.
"People can say what they want because I'll continue to do things my way. I know it's the right way and I will continue to favour my relaxed approach."
Gagnon is particularly happy with her consistency this season, which she believes has allowed her to take more risks on the slopes.
"Even when I finish in the top 10, I know I can go faster," she said. "I'm on a gradual progressive curve. The idea is to go full out in Sochi."
Phelan's spot on the team was never really in doubt after a breakthrough 2012-13 season that featured six top-30 finishes, including one top-10 performance.
The 22-year-old native of Mont-Tremblant, Que., has had a tougher 2013-14 but remains confident she'll come through in the slalom event in Russia.
"If I have two good runs, a top-10 is possible," she said. "But you never know in slalom, anything is possible.
"I want to gain experience because at the next Games, in four years, I'd like to take part in technical and speed races."
Yurkiw, from Owen Sound, Ont., suffered a horrible leg injury in 2009 but returned to competition two years later.
She clinched her Olympic spot last weekend when she finished sixth in a downhill World Cup event in Austria.
Thursday's news conference came on the heels of part of the men's contingent being named last week.
The group, dubbed the three "Canadian Cowboys", are Erik Guay of Mont-Tremblant, Que., Jan Hudec of Calgary, and Manny Osborne-Paradis of North Vancouver, B.C.
Others could still qualify in advance of the Games as qualifications remain open until Jan. 26.