Tanja Poutiainen came in first on Thursday, while hometown hero Janica Kostelic missed a gate in her first run and was eliminated.
Poutiainen won in a combined time of 1 minute, 50.71 seconds, with second for American skier Kristina Koznick in 1:50.78, and third for Austria's Marlies Schild at 1:51.19. Schild led after the first run, but made a mistake early in her second.
The victory lifted Poutiainen to the top of the overall World Cup standings.
Kostelic, a three-time Olympic gold medalist and former World Cup overall champion, learned to ski at Mount Sljeme just outside Zagreb. Her presence helped to draw 26,000 spectators, many waving banners for the Croatian icon dubbed the "snow queen," and thousands more to watch a screen in downtown Zagreb.
After missing a gate just 20 seconds into her first run, she skied down the side of the course and then dropped to the snow in tears. She also broke down crying during interviews.
"Life goes on," Kostelic said. "I feel bad for all the people who have been working on Sljeme day and night to make sure that all goes smoothly, and now I have disappointed them. But let's hope that next year I can do a little better."
Poutiainen took home a first prize of 50,000 euros (US$66,000), more than double the usual money awarded on the women's tour. The Croatian ski organization, trying to draw the best, also paid out to the top 30 finishers.
Poutiainen passed Renate Goetschl in the overall standings with 806 points to the Austrian's 798. Kostelic was third with 789.
Poutiainen also built her lead in slalom. She has 460 points, and Schild was second with 340. Koznick was third with 310.
Koznick, healthy again after bruising her ribs late last year, barely missed grabbing first for the second time in 11 days by finishing .07 back. At Santa Caterina, she was beaten by .15.
"I can't blink that fast," Koznick said. Asked when she expected her breakthrough win: "Soon -- in the next two weeks would be great."
The world championships start on Jan. 28 in Santa Caterina and Bormio, Italy.
Belorussian Olena Zubrilova hit all of her targets and clocked one of the fastest times in cross country skiing to win a women's 15km World Cup biathlon on Thursday.
It was the first victory of the season for Zubrilova, who won in 49 minutes, 39.2 seconds.
Sweden's Anna Carin Oloffson missed one target and was second, 35.5 seconds behind. Overall World Cup leader Olga Pyleva of Russia placed third, 50.2 seconds back.
Pyleva, coming off consecutive wins at the previous World Cup event in Ruhpolding, continued to lead the season standings with 444 points after 13 of 27 events.
Russian Olga Zaitseva was second with 373 points. Zubrilova moved into sixth with 314.
Other top finishers in the race included Russia's Albina Akhatova, fourth and Germany's Martina Glagow, fifth. The five-day biathlon meet in Anterselva, the venue picked to host the 2007 biathlon World Championships, continues with sprints Friday and Saturday and pursuit on Sunday.