The pair will be appearing in their first Grand Slam finals on Saturday (September 9) in the first US Open final to feature two American women since Serena Williams beat sister Venus in 2002.

It was the first time since 1981 that four American players contested the semi-finals.

Keys brushed aside compatriot Coco Vandeweghe 6-1, 6-2.

Lindsay Davenport, Keys' coach, was the last American woman outside the Williams sisters to win the title in New York City when she defeated Switzerland's Martina Hingis in 1998.

"It was one of those days where I came out and I was kind of in a zone, and I just kind of forced myself to stay there," Keys said.

"I knew I was going to have to play really well in order to beat her and I feel like once things started going, it just kind of fell into place."

Unseeded at this tournament, Stephens claimed a 6-1, 0-6, 7-5 victory over Venus Williams in her semi-final. 

The 24-year-old only returned to action at Wimbledon after missing 11 months with a foot injury.

She is now on a run of 14 wins in 16 matches and through to her first major final.

"I just don’t want anyone to ever ask me about the state of American tennis ever again," Stephens said on court after the match.

"The proof is in the pudding."

Action is due to continue tomorrow with the semi-finals in the men's event.

Juan Martin del Potro of Argentina upset Switzerland's Roger Federer in the last eight and will now take on Spaniard Rafael Nadal for a place in the final.

South Africa's Kevin Anderson and Pablo Carreño Busta of Spain will meet in the other semi-final.