Zheng, 21, was playing in just her ninth major and had never previously been past the quarter-finals.
But she said she was disappointed that she had not put up more of a fight against the powerful Sabalenka, who raced to victory in 76 minutes on Rod Laver Arena.
Zheng, who did not face a single seeded player on her run to the final, said it was "difficult" to convince herself to be patient at the majors.
"Maybe I have to work more on my tennis, also work more on my mental side, work more on myself to be able to (get) through this moment," she said.
"Because if you lose, there must be reason behind why you lose, and we have to try to figure out why and then come back stronger and better next time."
The Chinese star said she could take the positives from reaching the final, despite her bitter disappointment.
"Yes, I can feel that," she said. "Generally improve bit by bit. Obviously, you know, I think Sabalenka is one of the most tough opponents I have faced.
"But I think I need to improve more myself to be able to face these kind of situations for the next time."