Sheppard, who rides for the Swiss Wheeler IXS team, pushed hard from the start to dominate the race, winning by nearly two minutes on arguably the toughest track on the World Cup circuit.
It presented an early birthday gift for the Rotorua-based Wellington rider, who turned 22 on Sunday.
"It means everything," Sheppard said. "Wow, my first World Cup win is pretty awesome but I was so, so exhausted I couldn't even open my bottle of bubbles on the podium."
Sheppard said she wanted to stamp her dominance on the race. "The rain came through just before we started which made the course super slippery. I tried to find a rhythm and ride smart or what wasn't possible to ride, get off and run. I got out in front and rode my own race."
She beat a talented field including World Cup leader Yana Belomoyna, a two-time winner this year, her teammate Jolanda Neff, who won in the Czech Republic and Australian Rebecca Henderson, who recorded her third podium of the season.
"Definitely, it was a tough field as all the World Cup races are. But I always love coming here. It is a really tough track and I think everyone loves it, to be honest. It's got everything. It is so physical. You can't let up or you will crash."
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Sheppard believes the win will prove to be a turning point for her. "To come here and do it on my favourite track is great. It shows I've been training really well. We've got a good programme going into worlds and everything is coming together nicely. Basing myself in Europe and with the Wheeler ISC team support, I am really happy with how things are going.
"Once I got on the podium at the last round then I started to believe in myself more, and now I know I can go out there and win. It definitely gives me a lot more confidence for the rest of the season leading into Austria (World Championships in September)."
The victory moves Sheppard to third overall on the World Cup standings with two rounds remaining. The next World Cup is this weekend in Windham, New York.
