The Belarusian gave Stephens, the 2017 US Open champion, no hope at the start, unleashing a barrage of baseline missiles that left the American stunned and looking around for help.
Sabalenka, the hardest-hitting player on the women's tour and the 2023 Australian Open champion, raced to a 5-0 lead with Stephens winning a total of just eight points.
But the American, no stranger to the Paris big stage after reaching the final in 2018, was not done yet, clawing her way back and saving a set point at 5-2 to cut the deficit.
With her own first serve wilting, Sabalenka, in complete freefall by now, missed another two set points at 5-4 on Stephens' serve before her opponent spectacularly levelled and then held to take it to a tie-break.
The Belarusian, looking to add a second Grand Slam to her maiden triumph, managed to pull herself together at the last moment, clinching the first set on her fourth opportunity.
She cut down on the unforced errors in the second set but again Stephens battled back from 4-2 down to level before Sabalenka broke agains to go 5-4 up and serve out the match.
