The 21-year-old, one of the most exciting prospects to emerge in the sport in recent years, outclassed his rivals in the afternoon slalom to win in a combined time of two minutes and 41.62 seconds.
While he limited the damage by finishing 22nd in the morning's downhill, 2.07 behind Italy's Christof Innerhofer, Pinturault left his nearest rival, Croatia's Ivica Kostelic, 1.15 adrift after the slalom leg.
Local favourite Carlo Janka, in the doldrums for nearly two years, finished third, 1.49 behind the Frenchman.
"Its not obvious to win a super-combined in Wengen with one of the most difficult downhill courses in the world. I was injured in the summer and did not train at all in downhill until Tuesday's first practice here," said Pinturault, who bruised an ankle playing tennis in August.
"To win ahead of Kostelic is also brilliant since he's a sort of a king here," added the Frenchman, winner of a slalom in Val d'Isere earlier this season.
By finishing second, Kostelic secured his 11th podium in the Swiss resort.
"I'm proud to have achieved this in a such a historical place as Wengen," said the Croatian, who has been nursing an ailing knee since the start of the season but does not intend to have surgery.
"I had a very hard time last month but it's going better and given my injury, the world championships in Schladming have now become a much more important goal."
Kostelic said he had been impressed by Pinturault and was looking forward to an exciting battle in the future between the Frenchman and World Cup holder and leader Marcel Hirscher of Austria, who shunned Friday's race.
For Janka, third place was "a great relief" after two years marred by injuries and personal problems.
"It's a very special sensation, especially here in Switzerland," said the 2010 winner of the overall World Cup big globe.
"This is a great morale booster for me and the whole Swiss team. I skied a good downhill today and it gives me confidence for tomorrow."
Depleted by the retirement of Didier Cuche and the injury of Beat Feuz, the men's Swiss team have yet to win a race this winter.
The Wengen weekend continues with the classic Lauberhorn downhill on Saturday.
- Sports & Recreation