That was a fight today," Henin-Hardenne said after her 6-3, 4-6, 6-3 win.
Henin-Hardenne, 21, also has won the French and U.S. opens. All three championship match victories have come over fellow Belgian Clijsters.
The champion added her name to an elite list of women to hold three of the four major titles at the same time in the Open Era (since 1968). She joined Margaret Court, Billie Jean King, Chris Evert, Martina Navratilova, Steffi Graf, Martina Hingis and Serena Williams.
Clijsters would have replaced Henin-Hardenne as the world's top-ranked player had she won Saturday.
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