Zara Phillips kept her nerve to claim individual gold on Toytown in the three-day eventing competition at the World Equestrian Games in Germany.
Phillips is now World and European three-day eventing champion
The 25-year-old Briton had moved up from fifth to first thanks to a faultless performance in Saturday's cross-country section in Aachen.
Then in Sunday's show-jumping category, Phillips showed her class to add the World title to her European crown.
Germany comfortably won team gold as Britain came second ahead of Australia.
Australia's Clayton Fredericks took the individual silver medal behind Phillips, with America's Amy Tryon taking bronze.
Phillips negotiated the showjumping course with only one mistake, when Toytown caught a rail inside the penultimate fence, the treble.
Phillips told BBC Five Live: "It's unbelievable, a fantastic result. It's great we got a medal for the team as well.
Zara Phillips held her nerve during the show-jumping to win gold
"The thing that put pressure on me was that I didn't hear the bell so I didn't get to the start on time.
"I looked up at the end and just rushed it but luckily I had a fence and a bit in hand."
Following her win, Phillips is now 3/1 second favourite to win the BBC's Sports Personality of the Year Award.
Her mother, the Princess Royal, was awarded the honour in 1971 after becoming European champion that year.
Tennis player Andrew Murray is the current favourite with bookmakers WIlliam Hill to land the prize in 2006.
1. Zara Phillips/Toytown (GBR) 46.70 pts
2. Clayton Fredericks/Ben Along Time (AUS) 48.80
3. Amy Tryon/Poggio (USA) 50.70
4. Frank Ostholt/Air Jordan 2 (GER) 50.90
5. Hinrich Romeike/Marius Voigt (GER) 52.40
6. Bettina Hoy/Ringwood Cockatoo (GER) 52.70
7. Heelan Tompkins/Glengarrick (NZL) 53.80
8. Magnus Gällerdal/Keymaster 3 (SWE) 53.80
9. Sharon Hunt/Tankers Town (GBR) 61.60
10. Karim Laghouag/Castello (FRA) 63.70
11. Oliver Townend/Flint Curtis (GBR) 64.00
12. Daisy Dick/Spring Along (GBR) 64.30
15. William Fox-Pitt/Tamarillo (GBR) 69.00
1. Germany 156.00 pts
2. Great Britain 180.00
3. Australia 197.30
4. United States 198.10
5. Sweden 218.20
6. New Zealand 221.70
7. France 312.90
8. Netherlands 358.00
9. Ireland 361.80
10. Austria 1190.00