Hüfner's win continued Germany's domination of the luge, as the team threaten a clean sweep of all three Olympic titles. Germany's Natalie Geisenberger won bronze in the luge.
Neuner, meanwhile, added gold in the 10km pursuit to add to her silver medal in the 7.5km individual event. She will have another chance at gold on Thursday in the 15km individual event.
The wins take Germany to nine medals – three gold, four silver and two bronze – ahead of the United states with eight medals (with two golds) and France on seven (also with two golds.)
Also overnight, speed skater Jenny Wolf took the silver medal in the 500 metre race after South Korean skater Lee Sang-Hwa held on despite a late charge by the German.
In the luge, Hüfner posted the fastest time of 2 mins 46.524 sec over the four runs while Austria's Nina Reithmayer claimed second at 0.490 sec behind with Germany's Geisenberger third, 0.577 sec off the pace.
"I am delighted that it worked so well, I am overjoyed to be the Olympic gold medallist - it's mad," said Hüfner, who won bronze four years ago in Turin.
"This is exactly what I have worked for over many years. I was nervous before all four runs, but this victory is what I have dreamed about."
Geisenberger walked away from the start of her fourth run before finally getting underway after a distraction upset her concentration.
"A photographer accidentally set off a flash light at the start which put me off," she said. "I don't want to put the guilt for my poor last run on him, it was an accident, these things happen."
Neuner, meanwhile, reversed the two top spots in the 10km biathlon pursuit after being edged out for second place on the weekend by Slovakia's Anastazia Kuzmina. This time Neuner powered ahead of the Slovak to take gold, with Frenchwoman Marie Laure Brunet third.
''No one can take this Olympic win away from me. I'll wear this (medal) until the day I die,'' she said afterwards, according to daily Bild.
With just 800 metres to go, Neuner, who is regarded as a strong skier but one who sometimes misses targets in the shooting component, was 15 seconds ahead.
''It was clear to me: all I had to do was stay on the skis.''
She went on to win comfortably.
As defending World Cup 15km champion, Neuner will start as favourite alongside Sweden's Helena Jonsson and Anna Carin Olofsson-Zidek who are first and second in the overall World Cup rankings.
The athletes start at 30 second intervals and between loops of a cross-country circuit, each racer will stop four times to take five shots at a target 50 meters away, twice each in the prone and standing positions.
In the individual event, the penalty for a miss is one additional minute which is added to the biathletes time and the winner has the fastest overall time.
Speed skater Wolf said after her silver medal win: “I'll try again in four years ... I thought today was the day it would come together but I wasn't strong enough mentally to pull through.''