Victory comes after his first career podium ten days ago in Val Gardena, where he finished second in the Downhill. It has come with an impressive 0.79 advantage over Austrian Vincent Kreichmayer.
After being the fastest in both downhill training sessions at the weekend, he has become the USA's first winner on the Stelvio since Bode Miller in the 2007 Downhill.
The last time an American skier won a World Cup Super-G was Bode Miller at Hinterstoder in 2006.
"It's definitely a shock to me. I had a good Super G race in Val Gardena but being consistent and having a good competitive approach I've been a little bit off in Super G (...) In a way it made it easier, not feeling like I had pressure, understanding the hill, understanding my own skiing (...) It's pretty spectacular and it's still not really registering", Cochran-Siegle said.
Third place went to Norwegian Adrian Smiseth Sejersted, who is also having an amazing start of the season, earning his first two career podiums less than a month apart. His first career podium, second place, came in the Val d’Isere Super-G.