American captain Natalie Darwitz scored a power-play goal and Hilary Knight a short-handed one early in the first period to take a 2-0 lead.
Canada pulled even with goals from Rebecca Johnston of Sudbury, Ont., and Marie-Philip Poulin of Beauceville, Que., but Meghan Duggan's goal with 14 seconds remaining in the second period stood up as the winner.
Canada outshot the U.S. 22-18, but couldn't solve goalie Jesse Vetter in the third period despite power-play opportunities.
"We just couldn't put the puck in the net today," Johnston said. "I think tomorrow we're going to come out stronger and we'll get those goals we didn't get today."
Vetter made 20 saves, while Canadian counterpart Charline Labonte of Boisbriand, Que., made 15.
It was Labonte's first start against the U.S. since the world championship final in April, when Canada lost 4-1 in Hameenlinna, Finland.
A sprained ankle in August kept her out of the lineup for almost two months.
"I felt good during the game, but obviously I didn't come up with the win, so I need to work harder and do better next time," Labonte said.
The U.S. remained undefeated at 3-0 in the tournament, while Canada dropped to 2-1.
-- The Canadian Press