In the backstroke final, Lochte clocked 1min 53.79sec, while Poland's Radoslaw Kawecki set a new European record at 0.45 back with Tyler Clary, the Olympic champion, taking bronze at 0.85 adrift.
The 28-year-old Lochte swam a total of three races on Friday evening, following his backstroke victory by qualifying as the fastest from the 100m butterfly semi-finals an hour later before swimming the second leg of the relay -- all within two hours.
"I don't know anyone in swimming that has done a triple in one night. No matter what the outcome was in the first and second race, I had to pull it together for the team in the relay."
Despite his impressive haul of 15 world golds, Lochte's tally is dwarved by US swim legend Michael Phelps, who collected 26 gold medals at world championships dating from 2001 until 2011 before he retired after last year's Olympics.
"It was so painful. I don't want to do that again," he said.
"When you get together for a relay, you don't care about the pain, you just have to get up there and do it for the other guys.