Thompson, who won Olympic gold last month at the Sochi Games, edged Fanny Smith of Switzerland to win the final World Cup of the season and the overall title.
"Once I was in the gate I was in my zone and comfortable," Thompson said on a conference call. "I just focused on what I needed to do. I think that's the way to do it."
The Canadian entered the competition with a slim five-point lead on Smith in the World Cup overall standings. Thompson fell behind her main rival in the final before executing a dramatic pass to move in front to stay.
"I knew that everything came down to that last run down the course so it was pretty intense, especially being behind out of the gate and having to make that pass," Thompson said. "It was probably one of the most exciting moments for me in a long while on the skicross course.
"It was really great for me to make that pass. It's not very fun skiing behind people. I like skiing in front."
Smith settled for silver and Georgia Simmerling of West Vancouver, B.C., won bronze.
Calgary's Brady Leman won bronze in the men's race. Jean Frederic Chapuis of France won gold and Austria's Christoph Wahrstoetter took the silver.
"I think I made more finals than any other guy this year," Leman said. "They didn't really go my way and I didn't have my best skiing when I made it to the medal rounds and when it really counts. I know I'm there and I know I've been super-competitive every week this year which is good because that's something that I've struggled with in the past.
"But you always want more so I know what I've got to focus on this summer at least anyway."
Leman reached the final at the Olympics but just missed the podium with a fourth-place finish. Thompson led a 1-2 Canadian finish in the women's final at Sochi with teammate Kelsey Serwa.
"The main goal this year was the Olympics and once I realized that goal I had to refocus and think about the Globe," said Thompson. "In the final (Sunday) I needed to be patient. I waited for the right moment (to pass) and it happened to be near the end.
"I nailed the big super-G turn and I was able to move past her."
Thompson, from Whistler, B.C., became the first Canadian to win a skicross Crystal Globe in 2012. The 21-year-old won this season's overall title with 755 points.
"I'm just really happy that I could realize all my goals and not really disappoint myself," she said.
Smith was second with 730 points and Ophelie David of France was third with 572 points.
Sweden's Victor Oehling Norberg won the men's Crystal Globe with 494 points. Andreas Matt of Austria was second with 482 points and Germany's Daniel Bohnacker was third with 399 points.
Dave Duncan of London, Ont., was leading the World Cup rankings when he was injured during the qualification round at the last World Cup stop in Are, Sweden. He missed his last three races and settled for sixth overall.
Switzerland won the Nations' Cup for the second straight year with 2,261 points. Canada was second with 2,154 points.