The Ford driver, who lost the title to Frenchman Loeb by a point last season, led after Friday's and Saturday's stages and wrapped up the win on the snow and ice by a margin of 42.3 seconds.
"It's absolutely fantastic and I'm really happy it's over after those last few stages; you can't imagine how nervous I was in there," Hirvonen told wrc.com.
"It's a perfect start to my year, I've never won the first round before, but after last season I've got one more year of experience. Now I plan to carry on like this."
The victory was Hirvonen's 12th in the world rally championship and he was rewarded with 25 points under the scoring system brought in last week to mirror Formula One.
Citroen's Loeb was 16 seconds behind heading into the final day and never looked like snatching victory.
"It's been a tough weekend, and Mikko has done a perfect rally," Loeb said. "We made a little mistake yesterday, but even without it I don't know if I would have been able to beat him in the stages." Hirvonen's teammate and compatriot Jari-Matti Latvala rolled in third.
Former Formula One world champion Kimi Raikkonen, making his world rally debut for the Citroen junior team, finished well back after becoming trapped in snow and losing almost half an hour on Friday.
The next rally takes place in Mexico from March 5-7.
