Despite an early fall on his quad Axel in Saturday's free program, Malinin went on to win his first Grand Prix Final with a score of 314.66. Japan's Shoma Uno was second on 297.34.
The American, who became the first to land a quad Axel in a short program on Thursday, had not landed a quad loop in competition until Saturday.
No skater has ever landed all six - the quad toe loop, Salchow, flip, Lutz, Axel and loop - in competition in their career before.
"It was the first time I was going for it (in competition)," Malinin told reporters.
"A couple of weeks ago, my quad loop wasn't good at all. I'm really glad I was able to put it out here under pressure."
Kaori Sakamoto of Japan won the women's singles title with a score of 225.70, while Americans Madison Chock and Evan Bates took ice dance gold (221.61) and Minerva Fabienne Hase and Nikita Volodon won the pairs event (206.43).
