After a solid first jump, the 22-year-old Gu could not land cleanly the second time around.
She skidded on her side and one of her skis snapped off, sending her down to 17th place.
That put pressure on Gu to excel in her third jump, which she did.
Instead of playing it safe, she chose a more complex trick and nailed it to temporarily move into first.
Megan Oldham of Canada eclipsed Gu and ended the night top of the leaderboard.
Mathilde Gremaud of Switzerland, the bronze medallist at Beijing 2022, was in third place.
Gu said the contest was her first big air event since she won the gold in Beijing.
She originally had not intended to take part in the event at the Milano-Cortina Games, she said, and had not trained for it.
Gu is the only woman entered in the three freestyle skiing disciplines of slopestyle, big air and halfpipe at the 2026 Games.
“I am proud to be the only female (freestyle) skier competing in three events,” Gu said.
“I’m here to do my very best. Let’s see what happens.”
Gu took silver in the women’s slopestyle on Monday and Gremaud earned the gold.
In big air, skiers launch themselves off a jump and perform as many flips and twists as they can before landing.
Judges assess height, technique, originality and other factors.
The combined tally of each skier’s two best jumps determined which 12 of the 27 competitors advanced to Monday’s final. (Reuters)
