Henin wasted little time in dispatching the Chinese 6-1, 6-0 to set up a final with defending champion Serena Williams after the American had earlier beaten Zheng's compatriot Li Na 7-6, 7-6.
The Belgian is playing just her second competitive tournament back after an 18-month retirement and her return to the game mirrors Clijsters, who won the US Open last year in her third tournament back after a two-year retirement.
Seven-times Grand Slam winner Henin, who had complained of fatigue during the tournament, was ruthless in her demolition of Zheng, winning 12 successive games to wrap up victory in 51 minutes.