Keys lost just three games to fellow US player CoCo Vandeweghe in a dominant semi-final victory last night to book her place in a first ever Grand Slam final.
She might have expected to face Venus Williams but the two-time US Open champion was knocked out by Stephens in a back-and-forth match that ended 6-1, 0-6, 7-5.
It means both finalists are women treading unknown territory, desperate to land their first major title on home soil, but Keys believes the existing relationship between the two will help imbue rather than sour the occasion.
“I have known Sloane for a long time, and she’s a close friend of mine,” Keys said.
”So to be able to play her in both of our first finals is a really special moment, especially with everything that we have gone through this year.
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“Whenever we are around, we try to go to dinner with each other and hang out.
“More than that, she’s someone who I know is always there watching, and she’ll text me no matter what.
“We are always keeping tabs on each other and rooting for each other.”
As recently as January, both players were unable to play through injury with Stephens having just had foot surgery and Keys recovering from the first of two wrist operations.
They both sat at home watching the last all-American Grand Slam final, when the Williams sisters clashed at the Australian Open, texting each other their woes.
But Keys insists the injury lay-off, which saw her go under the knife again just three months ago, has given her an extra edge to her game.
“I think time away is good,” Keys added.
“You realise how much you love doing this and being on the road and playing tennis.
“I think that’s Sloane and me right now.
“I think we’re both just loving our time on court, and I think it’s really showing.
“I was laughing and thinking who would have thought in Australia that Sloane and I would be the finalists at the US Open.
“It’s really amazing.”