On the way to the final, she beat both the number one and the number two in the world with Aryna Sabalenka and Iga Swiatek and increased the pressure on her opponent in the early stages against Zheng.
In only their second meeting – Gauff won their first in straight sets in Rome earlier this year – the 22-year-old Zheng had to save four break points, including three in a thrilling fifth game.
But it was the seventh-seeded Chinese who got the decisive break in the opening game, a double fault from Gauff after a hat-trick of unforced errors that gave Zheng the advantage she sealed the set when Gauff hit a backhand into the net.
Zheng's serve is one of her biggest weapons, but she found it difficult to showcase it against Gauff. Her first of just four aces came early in the second set after she broke Gauff again.
With renewed determination, the American restored parity in an outstanding second leg, after which the pair fought breaks again. But the unfazed Gauff broke Zheng's serve for the third time in a row, giving the game a decisive decider.
At the start of the third set, Gauff saved three break points before conceding a goal as Zheng regained control of her serve – but only temporarily.
Gauff soon recovered, her good play at the net rewarded when Zheng sent a long forehand before securing another love handle.
Zheng then won three games in a row, losing only four points, and appeared to be on his way to victory. But a game with errors on serve brought Gauff back into the game.
That was the start of the American's three-game run. Their winning streak ended when Zheng secured two championship points to ensure the tournament would be decided by a tie-break, which Gauff completely dominated.
The victory marks her third title in a year in which she did not reach a singles Grand Slam final. Her best performances came at the Australian Open and on the clay court of Roland Garros, where she was eliminated in the semi-finals.
This was followed by fourth-round eliminations at Wimbledon and in New York, where she defended her first major title of 2023.
Gauff previously said she had concerns about playing in Saudi Arabia because of the country's human rights situation, but said after her victory: “Hopefully there will be more events here.”
