World number six Anisimova took less than half an hour to win the first before building a 3-1 lead in the second set. But Pegula held her nerve and broke Anisimova three times in a row to win the second set, before securing victory in the decider.
"It’s not like we have really easy matches ... we had a lot of cat and mouse points and they mostly went my way so that was good,” world number five Pegula said after her fifth straight win over Anisimova.
Anisimova, who reached the finals of Wimbledon and the US Open last year, frustrated Pegula with aces throughout the match. But Pegula, who won only six of her 16 service points in the first set, drew her opponent into longer rallies as she plotted her comeback.
Pegula made Anisimova run back and forth with short slices and won the second set with a powerful backhand, as Anisimova's hasty return went long.
An exhausted Anisimova found the net while attempting a drop shot, setting up Pegula's break point to take a decisive 3-1 lead in the third set.
World number four Coco Gauff was looking to set up an all-American final as she took on Ukraine's Elina Svitolina in the other semi-final.