Mauresmo dug deep to battle back from a set and a break down to beat already-qualified Henin-Hardenne 4-6, 7-6, 6-2, while world number two Sharapova produced another ruthless display to blow away fellow Russian Svetlana Kuznetsova 6-1, 6-4.
Clijsters, who won back-to-back Championships in 2002 and 2003, crushed Elena Dementieva 6-4, 6-0 in Friday's late match to complete the high powered semi-final line-up.
U.S. Open champion Sharapova, riding high on a 19-match winning streak, tops the red group and will play Henin-Hardenne in the semis.
Sharapova must beat the French Open champion and win the final to deprive the Belgian, who reached all four of this year's grand slam finals, of finishing the year top of the rankings.
Mauresmo will meet Clijsters in the other semi and although the Frenchwoman has lost eight of their 13 meetings, she has won the last three.
"I was very happy and proud about the reaction I had," said Mauresmo who lost her opening round-robin match to Nadia Petrova but came from a set down to beat Martina Hingis on Thursday.
"After the first match a few days ago I didn't think I would be here."
Mauresmo beat Henin-Hardenne in the Wimbledon final and the Australian Open and once again got the better of the Belgian, who only returned to action this week after a two-month lay-off following a calf injury sustained in the Fed Cup final.
The pair exchanged breaks early in the opening set before Henin-Hardenne used heavy top spin to pin her opponent to the baseline and take the set 6-4.
EARLY BREAKS
The second set began along similar lines as the players traded early breaks but this time Mauresmo held firm and squared the match when she took the tiebreak 7-3.
Mauresmo found another gear in the third as her opponent started to flag and made just one unforced error as she wrapped up the set 6-2.
Sharapova continued her imperious progress as she blasted past Kuznetsova, who beat her in straight sets the last time they met this season in April's Miami final.
But the 19-year-old was clearly in no mood to risk a repetition of that defeat as she broke to love in the opening game and then raced through the set in just 22 minutes.
Kuznetsova managed to put the brakes on in the second and even broke the Sharapova serve but it was still not enough to stop her opponent running out a comfortable winner.
"It was really good to start so well," said Sharapova. "You can't fool around at the beginning of matches and you have to be strong from the beginning of the match."
Like compatriot Henin-Hardenne, Clijsters has only recently returned from a two-month injury lay-off, but she gave Dementieva no chance.
Although it was level-pegging in the early games, the Belgian produced her customary push at the business end of the set to win through 6-4.
There was no stopping her after that and she reeled off the next six games to complete a whitewash in the second set.
