Making her debut in the event, Sorenstam pulled away from her closest pursuer, compatriot Liselotte Neumann, in the final circuit as she closed with a four-under-par 68 at Brooklawn Country Club in Connecticut to finish with a 12-under 276 total.
Neumann’s 74 left her in second spot on four-under, one ahead of Davies (71), with Matthew (74) and Japan’s Yuko Saito (72) sharing fourth on two-under.
“It’s really hard to describe,” said Sorenstam of winning her fourth USGA championship, having landed US Women’s Open victories in 1995, 1996 and 2006.
“When we came here, I just loved the place from the start. Everything felt so good, and today I really felt like I played very, very well."
Sorenstam’s total of 276 tied Davies’ record total from the inaugural championship at Chicago Golf Club in 2018, when Davies defeated Juli Inkster by a 10-stroke margin.
Sorenstam had missed six fairways on Saturday, an uncharacteristic ball-striking effort, and she returned to the practice area with her family on Saturday evening.
“After the round, we took a little break and then we went out and I got a little support,” said Sorenstam of daughter Ava, 11, son Will, 10, and husband Mike McGee, who caddied for her.
“Ava kept telling me, ‘when you hit a shot tomorrow, Mommy, don't have anything in your mind.’ And then Will told me to believe that I can do it, and Mike said, ‘just go out there and enjoy.’ I got a lot of good pointers.
“Sometimes you don’t know if kids listen to what you say, but a lot of these words I feel like they’ve come out of my mouth to them and now I’m getting it back. I’ve got to live my own lessons.”
The win was worth $180,000, with Sorenstam also securing a spot in the 2022 US Women’s Open at Pine Needles Lodge & Golf Club.
Matthew started her final round with a birdie, dropped three shots in seven holes before finishing with 10 straight pars.
Europe’s Solheim Cup captain picked up a cheque for just under $44,000.