"So I thought maybe she's giving me a chance for playing off," Feng said. "I never thought I would shoot the second shot so close that I could make eagle."
Her approach to the green was on line for the pin, causing the gallery to erupt in cheers when the ball hit the flag and bounded several feet away.
"Suddenly I heard the noise, the crowd was excited, so I thought it must be good," she said.
Despite her first win being a major, Feng said Sunday's win in Beijing was as important.
"I would say I'm as happy as when I won last year," she said. "It was our first time in Beijing, the tournament sponsor is also my sponsor. So I really wanted to do well to make them look good. I also broke my lowest score for four rounds, and gave it my best."
American Jessica Korda, who led after the second round, had an even-par 74 Sunday after a 76 Saturday dropped her from the leaderboard. She finished the tournament in a tie for 15th, 16 strokes behind Feng.