The unseeded world number 55 ousted seventh seed Maria Sakkari of Greece 7-6(5) 6-2 in their semi-final a day after outlasting fourth seeded American Amanda Anisimova.
Zheng will face second seed Aryna Sabalenka in Sunday's final after the Belarusian's powerful serve proved too much for Donna Vekic, who fell 6-4 6-3 in their semi-final.
World number 10 Sabalenka will be the favourite when she faces Zheng even if the Chinese righthander won their only previous encounter.