The 20-year-old policewoman from Cento hit 99 of her 100 clay targets over three rounds of qualifying and in a one-sided final.
She obliterated the previous record of 96, which has stood since 2006, to win by six points.
And it would have been a perfect 100 but for a miss with her 92nd shot.
Three competitors were tied on 93 and went into a shoot-off to determine the rest of the medals.
Slovakian Zuzana Stefecekova eventually took silver ahead of France's Delphine Reau, with Alessandra Perilli of San Marino having to settle for fourth.
Rossi dedicated her gold medal to her family, who were affected by the earthquakes which hit northern Italy in May.
'I badly wanted to win the medal because my family suffered because of the earthquake in our region,' she said.
I badly wanted to win the medal because my family suffered because of the earthquake in our region.
Jessica Rossi
'My family's house was damaged but now they are getting it repaired.
'I have to say after the first five traps I really had complete confidence that I could do it.'
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