Sabalenka is the heavy favourite for the title, having replaced Iga Swiatek at the top of the world rankings in October.
She has won four titles this year including last month’s Wuhan Open, where she beat Zheng in the final.
However, Zheng has had a successful year of her own, culminating in winning Olympic gold on the Paris clay in July.
The pair were evenly matched in the opening stages before Sabalenka, the heaviest hitter in the women’s game, pounced to break for 4-2 and ultimately serve out the set.
Zheng kept pace with her opponent in the second but a poor service game, capped off by a double fault, handed Sabalenka two break points at 4-4.
The first one sailed just long before Sabalenka stepped into a trademark forehand winner to break and ultimately serve out the match.
She hit her only double fault on match point before securing victory on the next point – a recovery so quick that Zheng, standing by the towel box, did not realise the match was over until Sabalenka approached the net.
This year’s tournament has a record amount of prize money, with the singles champion set to collect about £4m.
