Lamy-Chappuis headed into the fourth and final Nordic combined event in Val di Fiemme having won gold in the individual and team normal hill as well as silver in the individual large hill.
And, despite an average ski jump from him and French team-mate Lacroix, who was part of the victorious team normal hill quartet, they were too good over the cross country ski.
They made up a 43-second deficit on leaders after the ski jumping Germany to clock a winning cross country ski time of 35:37.9 with Austria moving up from third to second.
Bernhard Gruber and Wilhelm Denifl finished 16.6seconds behind Lamy-Chappuis and Lacroix while Tino Edelmann's stumble late on the cross country ski didn't prove costly as Germany battled to third.
Edelmann and Eric Frenzel combined for a German lead after the ski jumping with their points total of 264.3 giving them a 12-second head start on Japanese duo Akito Watabe and Taihei Kato.
They scored 258.4 for their ski jump while Austrian's Gruber and Denifl were another 13 seconds back in third with 251.8 before the French duo 43 seconds behind in total after scoring 242.7.
However Lamy-Chappuis and Lacroix's dominance on their skis soon started to show as they powered their way to victory while Gruber and Denifl also moved up the field to finish as runners-up.
It looked like being a three-way fight for gold until Edelmann's late tumble which in turn gave Japan hope of bronze with Kato leading Frenzel with the finishing line approaching in Val di Fiemme.
However Frenzel had more left in his legs as Germany completed the podium in third 0.6seconds ahead of the Japanese duo and 43.9 behind history maker Lamy-Chappuis and Lacroix in total.
Lamy-Chappuis' win saw him become the first person to win three gold medals in a single edition of the World Championships.