The German carved through the pack after qualifying ninth, eventually working his way up to leader Sam Bird by the 24th lap of the opener in the Saudi Arabian double-header.
Although his initial attempt at claiming the lead on the following lap was unsuccessful, Wehrlein continued to track Bird throughout the following laps and, after the Briton's defence ran out of steam, the Porsche driver got through on lap 30.
He was able to sail away into the lead and withstood a late challenge from championship leader Jake Dennis to secure a win in a thrilling race.
Wehrlein explained that his ability to make up ground while saving energy was crucial to his chances, paying tribute to Porsche's attack mode plan, although admitted that he did not expect to win.
"The race was just amazing. I knew we had the pace even though qualifying didn't quite go as planned, although P9 was not so bad," Wehrlein said.
"I knew that we could make up some positions but I never imagined that we would win the race.
"The strategy was perfect, the car felt amazing and I was able to save quite a lot of energy and use it for the overtakes. Strategy-wise, the times we took attack mode worked perfectly.
"I'm just very happy and grateful for the race car that I had today. I know that everyone in the team is working so hard and especially in the last couple of months; our mission is to win, we want to win the championship.
"And with Jake again for a 1-2, it just shows how much we've grown as a team - I'm lost for words!
"We were using the energy at the right time, I stayed for quite a long time in the slipstream and I was trying to be quite close there and invest [in energy] when I needed to invest."
Wehrlein said that Bird posed a tough challenge in his overtures for the lead and added that this was magnified by having to take the remaining minute of attack mode still left in his allowance.
He explained that Porsche had demonstrated the efficiency of its Gen3 powertrain in the opening two races, which had lifted his confidence considerably after a tough Valencia pre-season test.
"When I got into second it was quite a bit harder, and I think Sam did a good job to defend his position. When I duelled him I still had one attack mode left so even if I passed him I still needed to take that final attack mode.
"And with Jake catching up, I had to manage energy, maximise efficiency and cornering speeds, and we just made it. A couple more laps and it would have been very interesting, I have to say.
"Being efficient, it's not only energy, it's about maximising cornering speeds so you're not losing energy on the straights. It's a combination of having a very efficient powertrain and getting those cornering speeds. The great thing is we've shown that performance here."