The Taiwanese star shot a final round 70 to finish 14 under par and six shots clear of South Korea's Sun Young Yoo in second place, with China's Feng Shanshan and Korea's Shin Jiyai tied for third a shot further back.
"Today the first hole I just kind of felt like every day is the same," Tseng said. "I didn't feel like today was Sunday. I didn't feel like I had a three-shot lead. I just focused on playing one shot at a time. I think I did a good job to just kind of focus on myself."
Yoo admitted that she was simply outclassed on the final day.
"I think I played pretty good," Yoo said. "I just didn't make the short ones out there. It was a little too bumpy. She (Tseng) played great. There is nothing I can say. Yeah, it was fun to watch."