Wilson, 25, won the double trap final and missed just two of his 200 targets to eclipse the 196 record held by China's Hu Binyuan since 2009.
"I feel oddly relaxed considering the feat I've just achieved," he said.
"This is pretty special, I'm really looking forward to the Olympics in London and the home environment, it's an exciting prospect."
Wilson was in unbeatable form in Tucson, scoring the highest possible qualification score of 148 hits, equalling a world record set by Russia's Fokeey at last year's World Cup in Chile.
He then went on to shoot the perfect round in the medal match, shooting 50 hits out of 50 targets.
"Peter's performance in Arizona was outstanding," said coach Tim Newenham.
"It's the culmination of thousands of hours of training, both physical and mental and the whole team can be very proud to have played a part in supporting Peter's work towards his world record.
"It's a great position to be going into the London Olympic Games, where home crowd support for British shooters can play such an important role in boosting their performances."