She'll meet Beatriz Haddad Maia in Sunday's championship match at the 12-player tournament after the Brazilian stormed into her first final of the year with a 6-4 6-1 victory over sixth-seeded Daria Kasatkina.
The 18th-ranked Zheng needed 3 hours 19 minutes on Saturday to see off her compatriot Zhu, the world No.37 who had entered the tournament as a wild card.
Zheng has now won eight matches in a row, including winning the Zhengzhou Open this month. She also won the Asian Games gold medal, against Zhu, last month.
Zheng took the first set in 80 minutes, which included saving six break points and then a further two set points for Zhu, before breaking in the 12th game of the set to take the lead.
Zhu responded by taking another marathon set to force a decider but Zheng's serve was a telling difference as she powered to a 5-1 lead and then saved two break points to hold and clinch the win.
Zheng will be only the second Chinese player to play in the final after Wang Qiang finished runner-up to Australia's former world No. 1 Ash Barty in 2018.
Earlier, 19th-ranked Haddad Maia maintained her perfect record this week with her third consecutive straight sets victory.Â
The 93-minute win over world No.17 Kasatkina followed her opening upset victory over second-seeded Madison Keys, and then Caroline Garcia to win her round-robin group.
The Brazilian's victory came on the back of her strong serve as she won 80 percent of her first-service points and never faced a break point against the Russian.
The tournament features the 11 highest-ranked singles players who did not qualify for next month's WTA Finals in Cancun, Mexico.
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