The 2022 Olympic champion and 2021 world champion beat Italy's Federica Brignone (32), last year's World Cup super-G champion, by 0.22 seconds down Soldeu's Aliga slope with Norwegian Ragnhild Mowinckel (30) third and 0.47 off the pace.
Gut-Behrami ended the season with 413 points to Brignone's 368 and Mowinckel's 366.
Italian Elena Curtoni (32), who had led before the eighth and final super-G, finished 10th and dropped to fourth overall on 358 points.
"It's been a rollercoaster this season and I'm happy today," said Gut-Behrami, the only female skier to win more than one super-G this season. "I just tried to ski the way I can and it happened.
"It's an emotional day -- the win, the globe, Nicole quitting. I'm getting older and I'm getting more emotional. It's crazy. I'm crying all the time."
The race was a farewell for retiring Austrian skier Nicole Schmidhofer (34), the 2017 super-G world champion, who was hugged by her rivals afterwards in the finish area.
American skier Mikaela Shiffrin (28) finished 14th in her first appearance of the finals and first since she took her record 87th World Cup win last Saturday.
Shiffrin, the overall, giant slalom and slalom World Cup champion, had not been in contention for the Super-G crystal globe.
The women have a slalom on Saturday and a giant slalom on Sunday.
