The 30-year-old Calgary native finished just off the podium in her individual race in Sochi and was fourth again in the team relay, an agonising tenth of a second behind the bronze medal-winning Russians.
In December, Gough and her relay team mates were upgraded to bronze after the Russians were disqualified for doping.
But the belated medal was snatched away only days before the Pyeongchang Games by the Court of Arbitration for Sport decision that reinstated the Russians' Sochi results.
For several nerve-jangling moments on Tuesday, Gough was braced for another dose of heartbreak following her fourth and final run in the women's singles, a slightly underwhelming effort which left her clinging to the podium.
She was at the mercy of Vancouver 2010 champion Tatjana Huefner, one of luge's most determined and decorated sledders. But, the 34-year-old German blew her chance to leave Gough whooping with joy at the leaders' booth.
Germany's peerless Natalie Geisenberger won a second successive singles gold and her team mate Dajana Eitberger the silver but the bronze might be the sweetest for Gough in her fourth Olympics.
"It's pretty crazy, I'm just still sort of processing I guess," she told Reuters at the Olympic Sliding Centre after being mobbed by crazed team mates.
"I don't think I could have not stewed over them (near-misses) a little bit. It was tough, especially with the relay, it was tough for us in Sochi.
"But we all sort of turned it around and turned it into motivation to push forward and to come back here and have another crack at it.
"I'm still looking forward to the relay. The team that we have and the way we come together is the best part of doing this."
The first Canadian woman to grab a world championship medal in luge, Gough has been the heart and soul of a tight-knit team but she suggested her country might have to move on without her at the 2022 Games in Beijing.
"There's a good chance this might be the end for me. I'm not making any concrete decisions yet," said the engineering student.
"I'm looking at what happens next and where I go from here.
"There's a lot I want to do and it might be time to pass on the torch and see what the next gen (generation) does."
Her short-term plan was to head off to Canada House to celebrate a long-denied medal. But not too hard.
"A little bit (of partying)," she said. "Enjoy the moment and then regroup tomorrow."
(Editing by Christian Radnedge)
