Bjoergen completed the women's 10-kilometer individual race in 25 minutes, 5.3 seconds, beating Sweden's Charlotte Kalla by 26.9 seconds.
Therese Johaug, also of Norway, finished third - 27.6 seconds behind.
Johaug tops the overall World Cup standings, ahead of Bjoergen in second and Norwegian Astrid Uhrenholdt Jacobsen in third place.
Sundby, who also won the Tour de Ski in January, clocked 33 minutes, 5.5 seconds to win the men's 15-kilometer race. He was 10.7 seconds ahead of Sweden's Daniel Richardsson in second place.
Russian Olympic gold medalist Alexander Legkov was third, 11.2 seconds back.
Sundby tops the men's standings, followed by Chris Andre Jespersen of Norway and Legkov.