The Hyderabadi World No.13 won 21-17, 17-21, 21-19 in one hour and 11 minutes at the Juara Indoor Stadium to increase her head-to-head to 2-1 against Gu.
An excited Sindhu told IANS that she was overwhelmed with the win.
"I am very happy with the win and no words can describe my feelings," Sindhu told IANS.
Both the players won equal number of points at the net. But it were the third court play and smashes that made the difference for Sindhu, who made the best use of her height.
All the three games were tightly contested between the two Asians.
Sindhu won the first game using her height for excellent court coverage. From 10-all, the Indian made sure she was ahead of the World No.27 Gu throughout the rest of the game.
The second game was a closer affair with nothing separating the two, who kept each other in range at the start. But from 15-all, Gu hit some clear winners which caught her 17-year-old opponent off-guard as she won six points to Sindhu's two.
Though the start of the third game was close, the 22-year-old Singaporean extended her lead to six points (13-7) putting Sindhu in more than a spot of bother. But the Indian clawed back into the match winning five straight points, aided by some terrific smashes into the body of Gu, to level at 18-all.
Sindhu took the next two points to reach match point. Gu saved one but the day belonged to Sindhu, who entered the big league by clinching her maiden Grand Prix Gold title.
The last time Sindhu came close to winning a Grand Prix Gold was at the Syed Modi India International in Lucknow last year when she lost in the final to Indonesian Lindaweni Fanetri.