The Olympic gold medallist in both downhill and giant slalom this year was fastest in the second training run. She decided to skip the third and final training session Thursday.
"It's a risky decision to make," Maze said. "I was really nervous, I must say.
"It was a long, long day yesterday and today to start. Waiting is sometimes tough. I think it was a good decision and I'm ready for the next two races."
Another downhill is scheduled for Saturday with a super-G to follow Sunday.
Maze claimed her 25th career World Cup victory Friday and her second this season to take the early lead in the overall standings. The 31-year-old also won a slalom last month in Levi, Finland.
Her victory Friday was her first in Lake Louise.
"I came here with this wish to win once in Lake Louise," Maze said.
Her time Friday was one minute 50.98 seconds in falling snow over the 3,097-metre course. Runner-up Anna Fenninger of Austria was almost half a second back in 1:51.43 while Tina Weirather of Liechtenstein was third in 1:51.52.
U.S. ski star Lindsey Vonn was eighth in her first race in almost a year. The woman with 14 career wins in Lake Louise has undergone two knee surgeries in as many years. Vonn had been hoping for a top-five result Friday.
"I think I'm ready to go faster now," Vonn said. "For the first day back, I think it was a very solid result and I'm definitely happy with it. Every race I'm going to build more and more confidence."
Although they were held off the podium Friday, the U.S. put four skiers in the top 10. Edmonton-born Laurenne Ross was fourth, Julia Mancuso finished seventh and Stacey Cook placed ninth.
"Last year was so rough for us that it really couldn't get a whole lot worse, so we're excited to have a little more confidence than we had at the beginning of last season," Ross said.
"It feels good to know we can compete with the top girls, so I have a feeling this season is going to be a lot more positive for us."
Larisa Yurkiw of Owen Sound, Ont., was the lone Canadian entrant and finished 22nd. She hadn't cracked the top 30 in training.
"I had a lot of work to do after the training runs," she said. "They were not where I'd hoped they would be. Coming into the race, I knew I had to make some big gains.
"I have to use my mature side and know that today was good, but I'm still striving for that podium throughout this season."
Yurkiw underwent a pair of off-season knee surgeries, which delayed her return to snow in the fall.
"I'm a little low on mileage so I think my reactions are not quite there yet," she said.
Maze tied for first with Dominique Gisin of Switzerland in the women's Olympic downhill and also won giant slalom gold in Sochi, Russia.
Maze captured the overall women's World Cup title in 2013 for her results across all four disciplines of downhill, super-G, giant slalom and slalom.
"Winning each race, no matter where you are is really important, but as it is the first downhill ... it's pretty amazing for me to be able to win here and to find right away this sliding feeling in downhill as I've been in slalom and GS," Maze said.
Fenninger was quickest in the third and final training run. While she's finished as high as second in super-G in Lake Louise, a silver medal in downhill was her best result at the ski resort west of Calgary.
"It's a pretty good start," the Austrian said. "My run was good and I'm happy.
"The first two days (of training) I had some problems with my boots and I did some tests. It was pretty important to be fast in the last (training)."
Weirather was second in a downhill and in super-G last year in Lake Louise. After three sunny days of training, she found the reduced visibility for Friday's race challenging.
"It wasn't easy because it snowed in the night," Weirather said. "It was kind of aggressive so you felt a little sketchy. Your skis were always holding on and you couldn't see that much. It was tougher than the training runs."
After winning the men's downhill and super-G in Lake Louise last weekend, Kjetil Jansrud of Norway kept his streak alive by capturing Friday's downhill in Beaver Creek, Colo. Calgary's Jan Hudec finished 17th and Manny Osborne-Paradis of North Vancouver, B.C., was 20th.