Canada was trailing 2-0 before Brianne Jenner and Marie-Philip Poulin scored in the final 3:26 of regulation, and Poulin had the game-winner with a power play goal at 8:10 of overtime.
Shannon Szabados made 27 saves for Canada, which has won 20 straight in the Winter Games since the Nagano final in 1998. That was the only gold medal for the United States, which lost in the Olympic final to Canada in all three tries since then and earned a bronze in 2006.
Jesse Vetter made 28 saves for the Americans. Meghan Duggan and Alex Carpenter scored for the U.S.
Switzerland beat Sweden earlier in the day for the bronze medal.
It was better news for Team USA in the women's ski halfpipe final event. Maddie Bowman, 20, won Olympic gold with a score of 89.00. France's Marie Matinod took silver with 85.40 and Japan's Ayana Onozuka took bronze with 83.20.
Bowman, from South Lake Tahoe, Calif., strung together a series of spins and tricks to give the U.S. a sixth gold medal at Rosa Khutor Extreme Park.
Martinod retired in 2007 but returned to the sport in 2012 at the urging of late Canadian freestyle skiing icon Sarah Burke. Burke, a leading advocate to have women's halfpipe skiing added to the Olympic program, died after a training accident in 2012.
Earlier in the day, France took all the medals at the men's skicross event, marking the first sweep for the country in Olympic history. Jean Frederic Chapuis won the gold medal to lead the French 1-2-3 finish at the Sochi Olympics. Arnaud Bovolenta won silver and Jonathan Midol captured bronze.
In the Nordic combined team competition, Norway emerged as the winner, taking its games-leading 10th gold medal. Germany took silver and Austria got the bronze.
Also on Day 14 of the Sochi Olympics, Adelina Sotnikova gave Russia its first Olympic gold in women's figure skating and Canada won its first gold medal in women's curling.
Meantime, politics continued to intrude on the sports. Bogdana Matsotska, an Alpine skier from Ukraine, withdrew from the games to express her displeasure over President Viktor Yanukovych's handling of the deadly anti-government protests back home.
A look at Thursday's events:
FIGURE SKATING: Adelina Sotnikova's victory dropped defending champion Yuna Kim into second place. Julia Lipnitskaia, the Russian sensation with the weight of a nation on her 15-year-old shoulders, again fell during her routine and ended up fifth. Carolina Kostner of Italy took bronze. The Russians have won three figure skating gold medals at the Sochi Olympics: team, pairs and women's. Only the women's was a surprise.
CURLING: : Canada's 6-3 gold medal victory in women's Olympic curling came at the expense of Sweden, which had beaten the Canadians for the title in Vancouver four years ago. Britain won the bronze by beating Switzerland 6-5.
FREESTYLE SKIING:American Maddie Bowman edged silver-medalist Marie Martinod of France in ski halfpipe, while Ayana Onozuka of Japan took the bronze. Bowman put together a pair of athletic runs that produced the two highest scores in the finals. In the men's skicross, Jean Frederic Chapuis won the gold to lead the French 1-2-3 finish. Arnaud Bovolenta won silver and Jonathan Midol captured bronze.
NORDIC COMBINED: Norway finished third in the ski jumping and had to start the 20-kilometer race behind. But cross-country ski specialist Mangus Moan made up the deficit on the first leg and Norway outdueled Germany and defending champion Austria in the relay. Germany, which had the lead after the ski jump, took silver and Austria got the bronze.
ICE HOCKEY: Canada won its fourth straight women's Olympic hockey title. Down 2-0 in the final period, the Canadians rallied to force overtime, and then won it on Marie-Philip Poulin's power play goal 8:10 into the extra period. It marked the fourth time the two North American powers have met for the gold. The U.S. won only the sport's inaugural Olympic title in 1998. Switzerland beat Sweden for the bronze medal.
The Associated Press contributed to this report.