Eight strokes behind Thailand's Pornanong Phatlum heading into the final day, Feng delivered a bogey-free, eight-under-par round of 63 to win by three strokes.
But it was a six-hole stretch from the 11th that was particularly impressive as the Chinese player picked up with four birdies, an eagle and par.
And she parred her way in thereafter to finish on 18 under.
"I like to come from behind," Feng said. "I had no pressure at all. What I was doing was just to focus on every shot and just try to do my best and hope that putts can fall."
It appeared for large parts of the day that Feng, much like last year, would have to settle for a second-placed finish at the Kuala Lumpur Golf and Country Club.
Yet there was a dramatic swing with Feng draining a 10-foot putt for eagle on 16 amid Phatlum double-bogeying 15.
That the victor had an eagle putt was thanks to a stunning three-wood approach.
"I hit the three-wood with like a smooth swing," Feng said. "Then I was hoping to get a good bounce, which I did...I made an eagle again. I think that was pretty important for my win."
Pernilla Lindberg and So Yeon Ryu and Chella Choi finished joint third on 14 under.