The 22-year-old home hope took advantage of favorable conditions for the later starters to record a time of one minute 21.15 seconds -- 0.39 seconds faster than second-placed Tina Weirather of Liechtenstein.
Unheralded American Jacqueline Wiles completed the podium, much to the delight of Vonn, who was satisfied with her latest comeback after a broken arm sustained in training in November which left her with severe nerve damage in her right hand.
That latest, and by her own admission still painful injury, had delayed her return after initially fracturing her left knee during a super-G race in Andorra last February.
Vonn, who finished 1.54 seconds off the pace, has her sights on the all-time record of World Cup wins, the 86 of Swedish legend Ingemar Stenmark. She has 76, including four overall World Cup titles.
"I know what mistakes I made, it was a very positive first race," the 32-year-old told the official FIS website.
Vonn and the other top skiers were left frustrated as both official training and the downhill scheduled for Saturday were postponed due to unfavorable conditions.
It meant that an obligatory training session had to be held before Sunday's race, during which Nadia Fanchini of Italy suffered a nasty crash, breaking her right humerus and lumbar veterbrae to end her season.
Switzerland's Lara Gut finished fourth to cut the gap on American Mikaela Shiffrin, who does not compete in the speed disciplines, in the overall standings.
Slovenia's Ilka Stuhec, who won the first three downhills of the season, took fifth behind surprise winner Scheyer, who claimed her maiden victory.
"It's great to be proud," she said. "And if an Austrian wins, I think that's best that can happen."
Kristoffersen claims fourth win
In men's World Cup action Sunday, Norway's Henrik Kristoffersen took the slalom in Wengen.
Kristoffersen led after the first run and held off five-time overall champion Marcel Hirscher of Austria for his fourth victory of the season. Germany's Felix Neureuther completed the podium.
Hirscher, so consistent, has a 281-point lead in the overall standings over Kristoffersen.