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The Russian was asked for her prediction for the next match."I don't know what Richard thinks about it," she said.
At 5-6 Zheng wasted a set point, hitting a backhand return into the net.
Serena said it would be "pretty weird" if they did not talk but insisted their semi-final in the women's doubles today was "the only thing on the schedule".
She added: "I think we've got closer in the past few years. I think we now talk about everything even more than we've done in the past." Serena had the tougher passage to the final.
Serena, 26, has won eight of their previous 15 meetings, including seven of the last nine.
They have met only three times since 2003, with Serena's three-set victory in Bangalore in March their first meeting for three years.