The teenage superstar won the Australian Open by two strokes from Australian-raised South Korean Amy Yang.
Ko finished at nine under, with her final round including a spectacular eagle on the par-five third, which was her third of the tournament.
Aged just 17, she became the youngest Australian Open winner after earlier this month becoming the youngest world No.1; eclipsing Tiger Woods by almost four years.
Holding the mantle as the game's best player, the pressure will mount on Ko to clinch her first major.
Last year she finished third in the women's PGA Championship and tied for eighth in the Evian Championship.
Many of the golfers commented that the layout and firm greens of Royal Melbourne made it as challenging as a major and the young Kiwi agreed.
"I reckon this is one of the toughest courses we play," Ko said.
"Some courses, without the wind it plays easy but here, with or without, it's tough."
Her ability to grind out the win in searing heat, which was interrupted by a 90 minute suspension in the final round due to lightning, would help her come majors time.
"Just to know I've played well on these type of courses gives me a lot of confidence.
"It's just one week at a time and this is definitely a great start to my season."
Ko's celebrations were put on hold as she had a late flight out of Melbourne on Sunday night for Christchurch.
She will next play in the NZ Women's Open at Clearwater Resort rather than chasing rankings and a much bigger purse in Thailand at an LPGA Tour tournament.
