Overall champion in 2020, Brignone held off a spirited Swiss challenge, timing 0.54 seconds faster than Joana Haehlen (30) and 0.66 quicker than Olympic champion Lara Gut-Behrami (31).
The race was switched from a downhill and then shortened due to significant snowfall this week.
Mikaela Shiffrin (27), who last weekend equalled Lindsey Vonn's women's record of 82 World Cup wins, did not compete but remains well ahead in the general classification.
The victory meant Brignoni became the first Italian woman to win 21 World Cup races, breaking a tie with her teammate Sofia Goggia (30), who emerged unscathed after she crashed out halfway down the course.
"I'm really satisfied and proud of what I've done today on the slope," said Brignone who came into the race with just one top 10 finish in her previous five-speed races this season.
"I started the season really badly with the speed and with speed skis I had no confidence. It's coming back now and I know I can do what I want with my skis."
Brignone made a small mistake early on but put that to the back of her mind as she ripped up the course in a blistering final section.
"I really wanted to attack and I had not made a big mistake but before the Eisfall I was near the nets," she said.
"And I said, 'Oh, I lost so much time', so I tried really to go and I tried to push really until the end and I knew I could make the difference down here.
"From after the Eisfall to the finish, I was really able to push every single turn, not going late, not sliding, and I was really maintaining my speed."
Haehlen was the surprise package on the podium as she equalled her career-best finish of second, set in the downhill at the World Cup finals last season in Meribel, to edge Gut-Behrami down to third.
"I couldn't believe it when I crossed the finish line and saw number two because on gate number five, I almost went out," said Haehlen.
"I guess that's super-G. You need to push it to the limit and it worked out until the finish."
Another Italian Elena Curtoni (31) retains the lead in the super-G standings after three events in spite of only finishing 13th, although she is joined on 140 points by the Norwegian Ragnhild Mowinckel (30), who was sixth on the day.
The second St Anton Super-G is scheduled for 09:30 GMT on Sunday.
Kilde storms to Wengen downhill win
Norway's Aleksander Aamodt Kilde (30) claimed back-to-back wins in Wengen on Saturday, beating Swiss Marco Odermatt (25) in the men's World Cup downhill a day after winning the super-G.
Kilde, also a winner in the downhill at the Swiss resort last year, stormed down the Lauberhorn piste to finish 0.88sec ahead of overall World Cup leader Odermatt.
Italy's Mattia Casse (32) was third at 1.01sec behind World Cup downhill leader Kilde.
"I felt like I had good speed out of the tunnel and knew I had a chance. If I came down with green numbers, then it was a good sign. It is working well with my equipment and skiing. I can keep working on that and gain more confidence,” Kilde said.
Defending overall champion Odermatt maintained his lead at the top of the standings, although Kilde trimmed it to 340 points.
"Alex (Kilde) was once again incredible and by far the best today, so I am happy with the place. I can find two or three-tenths but not 0.88, so he deserved the win, and I will have to work harder," Odermatt said.
The start of the race, the longest and oldest on the World Cup circuit, had been lowered because of high wind.
For his final race on home snow, Swiss skier Beat Feuz (35), a three-time Wengen winner who retires after Kitzbuehel, Austria next weekend, finished fifth at 1.25sec.
