On Sunday she'll try again against Dutch outsider Kiki Bertens, who will be playing her third final of the season.
World number one Simona Halep was aiming to make it third time lucky in Cincinnati after beating Aryna Sabalenka 6-3, 6-4 to reach the final on Saturday.
The Romanian lost a title bid in Cincinnati in 2015 against Serena Williams and came up short a year ago to Garbine Muguruza.
On Sunday she'll try again against Dutch outsider Kiki Bertens, who will be playing her third final of the season after wearing down a tiring Petra Kvitova 3-6, 6-4, 6-2.
"If I fight like I've done here, I will have a big chance," Halep said. "It will be a difficult match, but we are both very confident.
"It will be a challenge for me to play another final here and try to win it. "I want to enjoy it and give all that I have."
World number 17 Bertens defeated two-time Wimbledon winner Kvitova for the second week in a row after scoring a third-round win in Montreal.
Halep will be playing for her second major title in as many weeks after beating reigning US Open champion Sloane Stephens for the title in montreal.
Sabalenka, the 20-year-old number 34 who is still seeking a first career title, dropped the opening set on back-to-back double-faults.
Halep took advantage of the momentum with a break for 3-1 in the second set, only to immediately drop her serve.
Halep broke in the final game to move through as Sabalenka volleyed long on a second match point after 76 minutes.
The Women's Final is SET:— Western & Southern Open (@CincyTennis) August 18, 2018
World No.1 Simona Halep versus No.17 Kiki Bertens
Who will take home the 🏆? pic.twitter.com/WC450Fb9yV
Bertens, who played and won two matches on Friday after rain interruptions this week, looked fitter that Kvitova in hot, humid conditions.
"I'm feeling great, I'm so happy to win," she said after advancing on her first match point as Kvitova slammed a forehand into the net. "It was a tough match, but I'm so glad to be in the final."