The 34-year-old Italian pipped Jared Goldberg by just 0.01sec to delight home supporters in the Dolomites, where snowfall and wind made conditions tricky for the racers.
Goldberg's rapid run, which looked like making the American Friday's winner until the moment he crossed the line, earned him a first career podium.
It also dropped reigning discipline and overall champion Marco Odermatt down to third, 0.43sec off the pace.
Casse had previously only earned three World Cup podiums in his long career but started the men's Christmas run of Italian races in great style.
"It's incredible, for sure. I like this slope because the results are coming, I tried to push from the top to the bottom, and I like skiing in these conditions," said Casse.
The win moved him up to second in the super-G standings, 45 points behind Odermatt who has never won on the Saslong piste but closed in on leader Henrik Kristoffersen in the overall World Cup standings.
Odermatt is 50 points behind two-time world champion Kristoffersen who did not compete on Friday.
"I felt pretty OK, for me it's the most difficult super-G to be fast but I'm very happy," said Odermatt.
"For me as a GS (giant slalom) guy there are not really turns, no steep parts so it's very challenging for me to find a good speed.
"It was better than I expected because in inspection the snow looked not good, with many balls and not compact at all. The feeling on the ski was way better than I expected so I did a good job."
On Saturday Odermatt will race in a downhill again at Val Gardena before the men's World Cup moves across the Dolomites to Alta Badia, where a giant slalom and slalom will be held on Sunday and Monday.
Bormio will then host a downhill on January 28 before the third super-G of the season the following day.
