Feng carded five birdies in a flawless round to finish at six-under 282, two shots clear of Japan's Mika Miyazato (69), Norway's Suzann Pettersen (70), Korea's Ji Eun-Hee (72) and American Stacy Lewis (70).
“My goal this year was to win on the LPGA Tour and another was to have a top 10 at a Major so I did them both together," said Feng, 22, who was born just five years after the first golf course was opened in China.
"It means a lot to me. Before last year I had no wins after turning pro so it was three years without winning and I was down and I was thinking, can I win again?"
Feng, who started the day three shots off the lead, had three birdies in her opening eight holes to join the main contenders and then drained birdie putts on the 12th and 17th holes for a cushion the others could not close.
She was never fazed and shot the low round of the tournament despite having bigger names World Golf Hall of Famer Karrie Webb and numerous other Major winners in the lead pack around her.
With the win at the year’s second women's Major, Feng moves to world number four.
Last year's winner and world number one Yani Tseng of Taiwan finished in a distant tie for 59th with a 13-over-par 301 but still gained praise from this year's winner.
"She was always my goal," said Feng, who grew up playing against Tseng on several occasions. "I was always trying to chase her from junior tournaments to amateur tournaments to the LPGA. ...
“Right now I'm still chasing her but maybe today I got a little closer."