Kendall Coyne scored short-handed, while Hilary Knight and Anne Schleper added power-play goals in the shutout on Saturday.
Jessie Vetter made 26 saves for the U.S., and Jocelyne Lamoureux added two assists.
The U.S. beat Canada 4-3 in a shootout in last year's final in Sweden. The Canadians last won the Four Nations Cup in 2010 when they defeated the Americans 3-2 in overtime.
The USA team will return to training camp next month in Blaine, Minn. The women's world hockey championship will be held in April in Ottawa.