The Indo-Zimbabwe pair, playing their last tournament together, were made to work hard by the US duo of Raquel and Abigail as they won the match in super tie-break 6-3 2-6 12-10.
Sania, who has split up with Cara, will partner Chinese Taipei's Su-Wei Hsieh from next year.
For the first time in the 44 years history of WTA Finals, a city in Asia Pacific region is hosting the prestigious year-end tournament.
The singles players are competing in a round-robin format, while the doubles team's will play in a single-elimination, each battling for the title and the prize money of a whopping 6.5 million US Dollars.