The 24-year-old completed the grueling event in 8 minutes, 52.76 seconds, eclipsing the previous Games record of 8:58.81 set by Russian Gulnara Samitova-Galkina at the Beijing 2008 Olympics, reports Xinhua.
Uganda's Peruth Chemutai took silver in 8:53.34 and Kenyan Faith Cherotich claimed bronze in 8:55.15.
"This is a dream come true. It has been such a hard journey to get to this point," said Winfred, who is also the reigning world champion. "I am so happy for me but also for the Bahraini people and the federation who have been so supportive of me since I started working with them."
Winfred admitted that she was quite confident of claiming the gold medal before the race, "In the final I was expecting something good. I just felt good about the race. I believed in myself that I have that finishing speed."