The pair had played three times before but all of those meetings were on clay, so this was some new territory - and it was as close as could be, with Pennetta going up a set and a break, then Stephens clawing back in the second set, then Pennetta serving for the match at 64 54, then Stephens reeling off six games in a row to sneak out the second set and build a 3-0 third set lead, with a point for 4-0.
But the final and most important momentum swing went Pennetta's way - the No.20-seeded Italian won six of the last seven games of the match, eventually beating the No.17 seed on match point No.5.
"We didn't play our best tennis," Pennetta said. "Maybe in the beginning we played much better, and in the second one, but the third was a disaster for both of us. I'm happy to get through this match, but I don't have good feelings right now - it's just crazy outside, the wind is just coming out of nowhere.
"But on the other hand I'm happy because I was 3-0 down in the third and fought until the last point."
The wind was visibly affecting both players - how did Pennetta handle the conditions better?
"I was just trying to put the ball in the court - the middle of the court!" the Italian said. "But even though I was trying to do that, none of the balls actually went in the middle. It was always right or left.
"But she was in the same conditions too. I was just trying to stay in it and see what happened."
Pennetta was asked for her thoughts on Stephens and the young American's game. "She's one of the best players. In the future, I think she will be one of the best - Top 10 for sure. She has everything: unbelievable forehand; backhand; she's improved her backhand a lot in the last year; she's powerful.
"She has everything."
Awaiting Pennetta in the semifinals will be No.1 seed Li Na. Li leads Pennetta in their head-to-head, 3-2, and won their only meeting in the last four years in this year's Australian Open quarterfinals.
"She plays more or less like me, but she's more powerful than me," Pennetta said. "I have to be really aggressive tomorrow and try to take control, but it's not going to be easy. She's so good. She's playing unbelievable this year. She started amazing in Australia - the match was completely in one direction and I didn't have any chances at all. But I hope to have a little bit of a chance tomorrow."