Park Sung-hyun holds the championship trophy at Trump National Golf Club after the final round of the U.S. Women's Open in Bedminster, New Jersey on Sunday.
Following her round, Park said "To be honest I still can not believe this is actually happening".
"I nearly feel like I'm floating on a cloud in the sky", said Park afterwards.
"I'm happy about my result because coming into this week I had no expectations at all", she said.
Choi was the story for most of the final round.
Park, Choi and Feng did battle throughout the final round, but it was Park who held her nerve over the closing holes.
The birdie gave Olympic bronze medallist Feng a one-under 71 for a 54-hole total of nine-under 207, one shot better than Yang and Choi, who both shot 70 among a wave of Korean challengers. Feng, trying to become the first wire-to-wire victor since 1977, also held a share of the lead on the back nine Sunday but stumbled on the 18th hole with a triple-bogey 8 to close with a 75, falling to T-5.
It marked the second straight year she has been the low amateur.
"When I was about to hit the fourth shot, my mind just went blank, but my caddie kept assuring me so I calmed down and made my shot, and when it went [so close] I was pleased", Park said.
Park, who has four top-10 finishes on the LPGA Tour this year, was seven shots off the pace midway through the championship before a 67 on Saturday moved her into contention. She got to three under for the day after birdies on Nos.
After taking a drop, Choi settled for a double bogey.
"Last year, I think toward the end I was getting more anxious and I just wanted to probably reduce the number of stroke, that I was probably pressuring myself".
Park needed a fine chip from over the green on the par-5 18th hole to save par, and she got a thumbs-up from Trump as she walked to sign her scorecard.
Yang's start was even worse - after birdieing the first she bogeyed the second and ran up a six on the par-four third - but then produced four further unanswered birdies. Then on 18th I was like, "let's hit them little more closer" and I hit it to three feet and finally I made a putt.
Park prides herself on her ability to maintain her focus in the heat of competition. I tried to pull my shot and it didn't happen. "But I think this is not really a matter of countries. But I had to refocus back for the two remaining holes". But she was satisfied with her week's work.
"[Compared] with a lot of [South] Korean female players, I guess I am more aggressive in my play", 23-year-old Park said. Sung Hyun Park was going to win, sooner rather than later.
South Korea's Hye-Jin Choi watched her bid to make history disappear in the pond aside the 16th green Sunday at the U.S. Women's Open. Second-ranked Ariya Jutanugarn and two-time Open champion Inbee Park also missed the cut. Seven other players have won one each.
Marina Alex of nearby Wayne, N.J., was the best of the Americans at 4 under after 70. She joined the LPGA Tour in 2014. They appeared for five minutes and departed before Trump arrived.