The 20-year-old Gauff rallied back from 3-6, 1-3 down, and erased a one-break deficit twice in the decider, to overcome Zheng in three hours and four minutes - the second-longest WTA final in 2024.
"This means a lot to me," said Gauff. "This is the first professional women's tennis event here in Saudi Arabia and I'll forever be etched in history in that standard.
"It's the second-biggest title in our sport, so it means a lot. And just to be etched in history forever, it's pretty cool and hopefully there's more events here."
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