In her WTA Finals debut, the 22-year-old became the youngest player to reach the semifinals since Petra Kvitova in 2011.
Seventh seed Zheng fired 12 aces in a dominant performance, recording her 30th win from 34 matches played since Wimbledon.
“It’s one of the best performances I had during this year,” she said on court.
“Really good percentage of first serves. I enjoyed a lot tonight to play here.”
Zheng won 77% of her first-serve points as she became the second Chinese woman to reach the last four of the WTA Finals after Li Na.
“(This was) almost 11 years ago. I’m proud I could make it,” Zheng said.
“I didn’t know what would happen when I came here because it’s my first time. I just told myself to enjoy. Especially because I’m in a really difficult group. Thanks to all the fans who came to watch me tonight. Thanks for all your support.”
The Paris Olympics champion finishes second in the purple round-robin group behind top seed Aryna Sabalenka, who secured her semifinal berth by beating Paolini 6-3, 7-5 on Monday to stay unbeaten.
The world No 1 faces fifth seed Elena Rybakina in her final group match later today.
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