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She had seen off both the world number one and two in Aryna Sabalenka and Iga Swiatek en route to the final, and piled the pressure on her opponent in the early stages against Zheng.
In what was only their second meeting – Gauff having won their first in straight sets in Rome earlier this year – Zheng, 22, was forced to save four break points, including three in a captivating fifth game.
But it was the Chinese seventh seed who got the decisive break in the opener, a double fault from Gauff after a hat-trick of unforced errors giving Zheng the advantage from which she sealed the set as Gauff slammed a backhand into the net.
Zheng’s serve is one of her greatest weapons, but she struggled to show it off against Gauff, with her first of only four aces coming at the start of the second set after she had broken Gauff again.
With renewed determination, the American restored parity in an outstanding return game, after which the pair again traded breaks. But the unperturbed Gauff broke Zheng’s serve for the third successive game to take the match to a decider.
At the start of the third set, Gauff saved three break points before conceding as Zheng took back control on her serve – yet it was only temporary.
Gauff soon broke back, her fine play at the net rewarded as Zheng sent a forehand long, before securing another love hold.
Zheng then won three successive games, dropping just four points along the way, and looked to be sauntering towards the win. But a game of errors when serving for the match brought Gauff back into contention.
That was the start of the American’s own three-game run, her spree halted as Zheng saved two championship points to ensure the tournament would be decided by a tie-break, which Gauff utterly dominated.
The victory marks her third title of a year in which she did not reach a singles Grand Slam final, with her best runs coming at the Australian Open and on the Roland Garros clay, when she was eliminated in the semi-finals.
Fourth-round exits followed at Wimbledon and in New York, where she had been defending her maiden major title from 2023.
Gauff previously said she had reservations about playing in Saudi Arabia because of the country’s human rights record, but said after her win: “Hopefully there’s more events here.”