Heena won the gold medal on Sunday by beating double Olympic Champion Guo Wenjun from China, world champion Arunovic Zorana from Serbia and multiple Olympic medallist Olena Kostevych of Ukraine in a stiff competition.
The earlier gold medallists in this competition were Anjali Bhagwat  and Gagan Narang  in small bore rifle shooting, said a media release from Maharashtra Rifle Association.
The ISSF World Cup is held once a year and features only top 10 shooters of the world.
Heena shot 384 points in the qualification stage and was in third position behind Ukraine's Olena but ahead of China's Guo, who was placed ninth, and Serb Zorana, who was placed sixth after the qualification stage, the release said.
Anjali Bhagwat and Gagan Narang had won gold in this competition earlier
The Indian shooter mad a shaky start in the final. She shot a 9.3 followed by another 9.3 and slipped to eighth position after the first two shots.
But Heena picked up the gauntlet in right earnest and proceeded to execute 15 consecutive bulls eye to end the competition with a huge lead of 5.2 points.
So high was her level of commitment and determination, that even after having reached the top position midway through the finals, she did not relax even once and kept increasing her lead.
Heena married Commonwealth Games gold medallist Ronak Pandit, son of Arjuna awardee Ashok, earlier this year and shifted base from Patiala to Mumbai. She was accompanied by her husband-cum-coach Ronak in Munich.
She qualified for the finals in the World Cup in Korea and Germany in April and May.
However, Heena had not still got her grip on the new format of the finals, introduced by the International Sports Shooting Federation (ISSF) on January 1 due to which she slipped from second to eighth position in both these matches.
She had prepared for the event by training in Pune, under the guidance of her husband and coach Ronak and their foreign expert Anatolii Piddubnyi.
Anatolii trains Heena with her technique and Ronak works with her match strategy and tactics to handle pressure under crunch situations.
Heena's world rank was ninth before this competition which is bound to improve now, the release added.