Michelon's compatriot Julia Simon employed every ounce of her physical and mental strength over the last few hundred metres to take silver ahead of Tereza Vobornikova of the Czech Republic, who claimed a bronze that was well-deserved.
However, no one looked more stunned than the 23-year-old Michelon when she crossed the finish line to win by a margin of 6.6 seconds after a brilliant final lap in which she ground down Vobornikova before obliterating her over the last kilometre.
"I'm finding it hard to understand," Michelon told French TV. "It was a great race, it wasn't easy. We fought hard until the end, it was a really great battle."
The gold was her second of the Games after victory in the mixed relay - and she also picked up a silver in the sprint - but Saturday's victory was entirely of her own making as she staked her claim to be the next big, dominant name in the sport.
The 30 biathletes faced five laps of the 2.5-km course, shooting twice from the prone position and twice standing, with each miss costing them a trip around the 150-metre penalty loop.
A light snow and blustery wind were great levellers as the final biathlon race of the Games turned into a thrilling test of nerve and skill.
Some of the biggest names in the sport put themselves into contention only for misses on the range to send them off on costly penalty loops, opening the door for the unheralded Vobornikova to take a shock lead out of the final shoot with Sweden’s Anna Magnusson hot on her heels.
Once again though, it was the superior skis of the French that won the day as first Michelon and then Simon were able to pass Vobornikova to take the top two positions, lifting France to a superb record of 13 biathlon medals at this Olympics.
"Oceane is someone who comes across as very fresh, with the desire to be the best biathlete in the world," silver medallist Simon told French TV. "She arrives without any complexes, she kicks our backsides a little and it's deserved.
"We're going to have Oceane Michelon for years to come. I think she has a very bright future ahead of her."