Cologna, 26, finished 1.8 seconds ahead of Norwegian Martin Johnsrud Sundby and two seconds faster than Sjur Roethe, also from Norway, at the circuit in Val di Fiemme Italy on Saturday.
His victory marked the first time a Swiss has won a cross-country gold medal at the world championships.
The win was the latest achievement for the Graubünden native, who was named Swiss of the year for 2012 last month at the SwissAward gala in Zurich, organized by SRF, the public broadcaster.
Cologna, who won a gold medal in the Vancouver 2010 Winter Olympics leads the overall World Cup standings after last year becoming the first man to win the Tour de Ski event three times.
"I really wanted to win and I did everything I could today,” Cologna said, according to a report from Associated Press. “I felt great the whole race. It was a very strong, very tactical race,” he said.
“I did a lot of work on my own and I was very strong and I knew I could win."
Cologna recovered from a fall on an uphill section after two kilometres, which put him behind 30 skiers, which he later overtook.