Earlier, defending champion Julia Goerges, who is to play Viktoria Kuzmova in the other semi-final, fought back from match point to overpower Canadian Eugenie Bouchard in a three-set cliffhanger 3-6, 6-3, 7-6 (8/6).
Less than 24 hours after knocking off world No. 3 Caroline Wozniacki, the 18-year-old from Mississauga, Ont., downed the legendary Venus Williams 6-7 (1), 6-1, 6-3 in a quarterfinal on Friday at the ASB Classic.
Williams, seeded six in Auckland, broke Davis for the first time in the sixth game of the first set and took control from there.
"I really don't want to think about [winning] but it's hard not to".
"So I remember her always developing and she was always talented, so it's really incredible what she's doing right now". Andreescu had to earn her way into the ASB Classic by winning the qualifiers.
"This week I've been playing a lot of different types of game styles".
"I've actually had this cough for three weeks now so I'm used to it", Andreescu said.
But the 30-year-old German mustered all her experience to force a tiebreak and after blowing a pair of match points, found a couple of big shots to finally seal her berth in the final.
"I will do my best in the season to get to the finals here", Sabalenka said.
Kuzmova of Slovakia beat Sofia Kenin from the United States of America in three sets.
Unfortunately for the Canadian, she was unable to convert any of her break points and Goerges swept away with the set to take it to the third.
Rain meant no matches were completed at the Shenzhen Open, with Veronika Kudermetova a set up against Vera Zvonareva and Sorana Cirstea 2-0 ahead in the first set of her clash with Alison Riske before play was suspended.
Seven-time grand slam champion Williams, however, was on the wrong end of a second straight upset win for Canadian teenager Bianca Andreescu.
The US$250,000 WTA Tour event is a warmup for the Australian Open.