The 22-year-old took the title in Pittsford, New York after carding a final round of 5-under-par 67.
She finished at six-under 282, two shots ahead of Japan's Mika Miyazato.
Feng, who began playing golf at age 10, said that she did not think she would win, even though she knew she had a chance to, starting the final day three strokes off the lead.
"I was focusing on every shot. If I win, I win. If I don't, I don't,'' she said. ''It just worked out."
Her goal for the year, she added, was to win on the LPGA Tour and have a top-10 position at a major event.
''I did them both together," she said.
There has been a rise in the number of young golfers in China in recent years, with the take-up of the game soaring along with the economy.
China expects a boom in the numbers taking up the game from a few million now to 20 million players by 2020.
In April, Guan Tianlang, a Chinese amateur, became the youngest player on the European Tour at age 13.
Feng, who is from Beijing, went to the US in her teens before joining the LPGA in 2008. She achieved her first career LPGA win that year.
"I think I'm just lucky, you know?" Feng was quoted as saying by ESPN. "There are good players from China now. I became the first one [to win], but I'm sure there will be more people winning in the states and in the majors.''
