The No.5 seed suffered a slow start to the match, being broken by the Chinese 22-year-old in her opening game but she bounced back quickly, recovering the deficit immediately. From then on, she wasted no time in securing the first set 6-1.
Zheng returned with renewed vigor in the second set, holding serve for the first time in the match before pushing Wozniacki to the brink in the following game, squandering five break points in a marathon that lasted for over 11 minutes.
The Dane soon went up two breaks to the good but, serving for the match and 40-0 up, Zheng pulled off a stunning comeback to half the deficit before holding to put Wozniacki under pressure.
The Chinese 22-year-old went 0-30 up in Wozniacki's next service game but the former World No.1 rallied to claim victory with her sixth match point.
She was joined in the next round by current World No.1 Angelique Kerber, who overcame Maria Sakkari, 6-4, 6-4. The German skipped into a 2-0 lead in the first set and though the Greek youngster broke back, she retook the advantage and successfully closed out the first set.
Kerber then moved 5-2 ahead in the second set and though Sakkari enjoyed a moderate recovery, breaking back once, the US Open winner closed out a routine victory.
Defending champion Jelena Jankovic also cruised through to the next round by defeating Samantha Crawford, 6-3, 6-1. Breaking in the first and last games of the first set, the Serbian went behind early in the second set but rattled off six straight games to book her place in the next round.
Meanwhile, Sam Stosur crashed out of the tournament at the hands of Japanese youngster Nao Hibino. Having broken in the first game of the match, the Australian surrendered her advantage immediately. Hibino broke once more to go 4-2 up and closed out the set.
Stosur was not at the top of her game and went a break down in the second. Though she later drew level, she immediately slipped behind once more. She fought until the end, saving four match points in the final game, but the World No.84 was able to hold her nerve to claim a famous scalp.
Johanna Konta kept up her pursuit of a spot at the BNP Paribas WTA Finals Singapore presented by SC Global by defeating fellow Brit Naomi Broady at a canter, 6-2, 6-2.
Heather Watson squeezed into the next round thanks to a narrow victory over Marina Erakovic. The Brit got the pivotal break in the penultimate game of the first set and though she went 4-1 behind in the second, she mounted a comeback, sealing the win in a tie-break.
Elsewhere, Kristina Mladenovic beat Dalila Jakupovic, 7-6(6), 6-1, Caroline Garcia sailed through, 6-3, 6-0, against Tereza Martincova, Bethanie Mattek-Sands defeated Basak Eraydin, 6-1, 6-2, and Wang Qiang defeated Zhang Ling, 6-2, 6-2.