The 34-year-old watched on as compatriot Dmitry Malyshko raced to victory 24 hours earlier in the men's sprint.
And Zaitseva repeated the trick in the women's 10km pursuit on Sunday, climbing the top of the podium thanks to a time of 32:01.9 minutes.
Czech skier Veronika Vitkova was 25.9 seconds back in second for her first-ever podium finish, while Ukrainian Valj Semerenko took third.
Tora Berger was uncharacteristically wayward with the rifle as she finished fourth with seven penalties, but she wasn't alone.
German Miriam Gossner raced into an early lead but missed all five of her targets in the first shoot and left herself with too much to come back – eventually finishing tenth.
Despite not being her usual self with the rifle Berger still sits pretty atop the overall World Cup standings on 485 points, 108 ahead of nearest challenger Gossner.