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Kanepi won the fourth tournament in her WTA career by racing out to build a big lead before surviving some late jitters and clinching a big boost ahead of the French Open which starts on Sunday.
"This win gives me confidence and I feel good going to Roland Garros," 27-year-old Kanepi said.
The sun finally broke out over the Heysel courts on Saturday after a week filled with frustration over the unusually cold and wet conditions.
"It has been a really tough week because wind and weather and cold," she said. The long delays forced the players to finish both semis and final on the same day.
In Saturday morning's semifinals, eighth-seeded Peng defeated Romina Oprandi of Switzerland in a tough three-setter 6-4, 2-6, 6-4.
Kanepi moved into the final by edging Jamie Hampton of the United States, 7-6 (6), 6-4.
The players were given a few hours rest before their final later on Saturday.
Peng, ranked 34th in the world, already reached the final in 2011. Kanepi is 40th in the WTA rankings and reached the semifinals in Brussels last year.
