The eighth seed will next face Coco Gauff for a place in the final after the American world No.3 quelled the challenge of teenager Mirra Andreeva on Wednesday with a 6-4 7-6 (7-5) victory to enter the last-four for a second successive year.
For the 22-year-old Zheng, it was seventh time lucky as she finally beat Sabalenka after losing all six of their previous encounters.
Sabalenka's frustration spilled over as she shouted an obscenity at a spectator, earning a code violation.
Zheng then fired four aces en route to sealing a showdown with Gauff.
"I don't know why I just play good in Italy. Thanks to the fans who came to support me here. Grazie," Zheng said.
Gauff has dropped just one set in her five matches at the tournament so far and she was once again too strong for the 18-year-old Russian.
"At the end, my defence, it was tough. We were both tight in the tiebreaker, it was whoever could make the last ball," said Gauff, who has reached the semi-finals in Rome three times.
Gauff came into the clash with a 3-0 head-to-head lead over Andreeva and there were no early signs that things would be any different this time, with the American dominating proceedings in the first set.
Gauff had a tougher time in the second set as Andreeva regained her focus and broke for a 3-2 lead, but the American, a relative veteran at 21 compared to her teenage opponent, used the variety in her game to keep herself alive and force a tiebreaker.
The teenager struggled to match Gauff's level in the tiebreaker and hit a backhand long to surrender the contest.
18°C