The South African, a two-time Olympic champion, timed 1min 54.98sec to defeat Burundi's Francine Niyonsaba, who clocked 1min 57.75sec and Ajee Wilson of the United States in 1min 58.83sec.
Semenya's victory could be her last over 800m before new IAAF rules governing testosterone levels come into operation on May 8.
"Actions speak louder than words. When you're a great champion you always deliver," Semenya told the BBC after setting a new meeting record.
"With me, life has been simple. I'm just here to deliver for the people who love and support me. I'm enjoying each and every moment of my life maybe because I have the love I need from my people."
Asked if she intended to take the medication required to lower her testosterone levels, she later told reporters with a smile: "Hell no, that's an illegal method."
Semenya, 28, was only added to the 800m start list in Doha on Thursday morning, a day after her appeal against a new rule regulating testosterone levels for women athletes was rejected by the Court of Arbitration for Sport (CAS).