She showed nerves of steel in the shooting before racing past her competitors in the 800m to take the lead.
And after keeping calm with a final solid shoot, French held a strong advantage over Hungary’s Sarolta Kovacs to comfortably win gold.
“I actually don’t know what happened,” she said.
“I can’t really believe it right now.
“I just knew I had to focus. I knew I could do it if I just focused on my shooting and ran as hard as I could.”
She added: “The team are supporting and I could hear them in the crowd.”