France's Clara Direz claimed a first World Cup win in the parallel giant slalom in Sestriere. (Photo: AFP)

France's Clara Direz won the women's parallel giant slalom in Sestriere on Sunday, eliminating US star Mikaela Shiffrin on the way to her first World Cup victory.

The 24-year-old edged Austria's Elisa Moerzinger by 0.22sec in the final, with Italy's Marta Bassino finishing third in the Italian Alps.

Direz had beaten three-time overall World Cup champion Shiffrin in the earlier rounds. The American finished ninth overall.

It was also a first podium for the French skier whose previous best had been a seventh-place finish in the slalom at Lienz, Austria, in December.

"What a day! It's unbelievable, I didn't expect it," said the skier from the French Alps.

"I didn't know I could be capable of something in parallel GS because it's my first.

"It's pretty outstanding, I'm trying to enjoy the moment right now."

Her only previous win had been a gold medal in the giant slalom at the 2012 Winter Youth Olympics in Innsbruck.

"(Winning) brings confidence and with confidence you can take more risks when we ski and then we go faster," she said of Sunday's victory.

"I do hope it will help me for my giant slalom."

Moerzinger, 22, also took her first podium competing in just her fifth World Cup race.

Italians Federica Brignone and Sofia Goggia were fourth and fifth respectively.

Brignone had shared first place in Saturday's giant slalom with Slovak Petra Vlhova, who finished 18th on Sunday.

Shiffrin extended her lead in the overall World Cup standings to 249 points ahead of Vlhova, with Brignone 11 points further back in third.