Neureuther, who won silver in the Winter Games super G, was a clear winner in both runs for a combined time of 1:37.59.
He is ranked 12th in slalom and finished almost two seconds ahead of world No 7 Mattias Hargin, of Sweden, who clocked 1:39.07. American Nolan Kasper (20), who is ranked 126, finished third in 1:39.49.
Neureuther said it was one of the toughest slaloms he had competed in.
"This was definitely a World Cup course with some very difficult steeps. It was certainly tough for the younger skiers. The best thing to do was to try and ski smart," he said.
He said the conditions were challenging for all racers.
"It was not easy. It was raining all the time. It was very nice to get victory. It was good to know, in very challenging, hard conditions, everything worked out for me," he said.
De Leymarie is ranked 128 in slalom and out-skied some of the more experienced competitors, taking the title in 1:47.58.
"For me it was really good to win. I need to make some FIS points. Now I have 18 so it's really good. I was fired from the French team so I have to train by myself this year to prove my place [in the Vancouver Winter Olympics next year]."
She said the conditions made the race very difficult.
"I think it was hard today. I am proud I was harder than the weather. It was nice even if the weather was not good in the second run. It was snowing, and really wet snow."
Marie-Michele Gagnon, of Canada, who won the giant slalom, claimed the silver medal in 1:49.02, while Japan's Hiromi Yumoto, a World Cup and Europa Cup exponent, was third in 1:49.65.
Of the 90 men who started the race 31 finished, while 21 of the 63 women entrants finished.
Conditions were changeable and the women's second run took place in driving sleet.
The first New Zealanders were Sarah Jarvis (22), of Hamilton, who finished eighth in 1:54.13, and Adam Barwood (17), of Queenstown, who was 23rd in 1:51.25.
FIS Secretary-general Sarah Lewis, of Switzerland, attended the slalom and said she was impressed with the professional standard of the race and the organisation of the games.
"The athletes have benefited from the professionalism of the Winter Games, which have provided an excellent opportunity for racers from all over the world to improve their FIS points and for many to improve their rankings for Olympic qualification.
"New Zealand has certainly signalled with this event that it is the skiing capital of the southern hemisphere," she said.
