Kostelic, who also secured the and slalom title, beat Genevieve Simard of Canada into second place by 0.61 seconds with her time of two minutes and 6.41 seconds.
Finland's Tanja Poutiainen and Austria's Nicole Hosp tied for third, 1.54 behind the winner.
Swede Anja Paerson, who was seventh, clinched the giant slalom title after finishing one place in front of Spain's Maria Jose Rienda.
Kostelic's win put her on 1,970 points overall, surpassing Pernilla Wiberg's 1997 record by 10 points.