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Simona Halep, left, survived a three-set thriller against Angelique Kerber in the semifinals of the Australian Open on Thursday, setting up a winner-takes-all final with Caroline Wozniacki, right. The winner will win her first major title and the No. 1 ranking. Credit Peter Parks/Agence France-Presse — Getty Images

MELBOURNE, Australia — It is a challenge to pick the sentimental favorite in the women’s singles final at the Australian Open.

A challenge because Caroline Wozniacki and Simona Halep have spent their tennis careers chasing the same maddeningly elusive prize: a Grand Slam singles title.

A challenge because of all the disappointment the public has seen etched on their faces, familiar by now after all the times they have had to pull themselves together and be gracious in defeat.

But one of them is finally guaranteed to come away fulfilled on Saturday night.

They have paid their dues and then some.

“Both deserve to win a Grand Slam; I mean, that’s clear,” said Wim Fissette, who once coached Halep and now coaches Angelique Kerber, the German star whom Halep beat in a character test of a three-set semifinal on Thursday.

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Wozniacki, 27, and Halep, 26, are the most successful active players who have yet to win a major title. Each was a teenage prodigy who eventually made it to No. 1 in the world. Each has been a focus of great, sometimes suffocating interest in her home country: Wozniacki in Denmark, and Halep in Romania.

Each has reached two Grand Slam singles finals.

Will the third time be lucky? Well, yes, but for only one of them. The loser will have to keep wondering why she cannot manage to win a big one.

“I don’t think I believe in luck,” Wozniacki said. “Obviously you sometimes have to be a little lucky, but I believe in preparation and effort. I believe if you really put everything into it, eventually things are going to go your way. In the end of the day, no matter what happens on Saturday, all I know is that I’ve given it my best. Win or lose, I’m going to be very proud of my efforts these two weeks.”

She and Halep should feel proud to still be at Melbourne Park at this stage. Both were on the brink of elimination more than once here.

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Halep has lost two Grand Slam finals, including last year at the French Open. Credit Michel Euler/Associated Press

Wozniacki had to save two match points and rally from 1-5 down in the third set in the second round to defeat Jana Fett, an unseeded Croat. Halep had to recover from a sprained ankle sustained in the first round and then fend off three match points in the third round against the unseeded American Lauren Davis before prevailing, 4-6, 6-4, 15-13.

Halep also had to fight off two match points in another titanic third set against Kerber before winning, 6-3, 4-6, 9-7.

It has been an absorbing women’s tournament, more compelling round by round and epic by epic than the men’s event.

Wozniacki versus Halep has the potential to be another thriller with all that is at stake and with their similar game styles: based on defense, fluid court coverage and highly selective risk-taking.

“This, to me, is one of the most story-packed major finals in a long, long time that doesn’t involve one of the greats, meaning Serena, Rafa or Roger,” said Pam Shriver, the ESPN analyst and former United States Open finalist.

No women’s player in the Open era has won a major singles title after saving match points in two different matches on her way to the final, and, according to the WTA, this will be the first time in the Open era that two women will face each other in a major final after having both saved match points.

“I was obviously down, 5-1, and 40-15, almost out, but I think once you get past that, you’re basically playing with house money,” Wozniacki said. “No matter what, from that point on, everything was a plus. So every round I made was an extra plus, an extra opportunity.”

Saturday’s final will carry extra weight because the winner is guaranteed to be No. 1 next week. Halep has held that spot since October. Wozniacki is back at No. 2 after spending 67 weeks at the top between late 2010 and early 2012.

She was more exuberant in the early years: quick to make a joke, whether it worked or not; quick to pull a prank; quick to pose for a selfie with her former fiancé, the golfer Rory McIlroy, and post it on social media.

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Wozniacki lost to Serena Williams in straight sets in the 2014 United States Open final. Credit Chang W. Lee/The New York Times

But McIlroy eventually broke off their engagement over the phone in 2014, and Wozniacki had to absorb the shock and rebuild her personal life. Meanwhile, her friend Serena Williams had rebuilt her tennis career and was back to dominating the field.

Wozniacki’s father, Piotr, a former soccer player, has remained her primary coach. But there have plenty of other advisers, tactical plans, pain and frustration for Wozniacki before arriving in this very good place.

She is more guarded in public now and playing more aggressive, convincing tennis. She also recently announced her engagement to David Lee, a former N.B.A. player from the United States, who has been courtside in Melbourne, rolling with the momentum shifts.

After winning her biggest title yet at the WTA Finals in October in Singapore, Wozniacki is back in a major final for the first time since the 2014 United States Open. I asked her on Thursday if she had always been convinced that this would happen again.

“I always believed in myself,” she said. “I had a tough period where I had a few injuries. That was kind of hard and tough mentally. But once I got past that, I knew that if I can stay healthy and I work hard, my game is good enough for it. I was just giving myself time. I think if you don’t feel like you can go all the way in tournaments, then to me there’s no sense in playing.”

She lost both of her previous major finals in straight sets: the 2009 United States Open final against Kim Clijsters and the 2014 United States Open final to Williams.

Halep has come much closer to breaking through, losing, 6-4, 6-7 (5), 6-4, to Maria Sharapova in the 2014 French Open final and, agonizingly, to Jelena Ostapenko, a free-swinging unseeded 20-year-old from Latvia, 4-6, 6-4, 6-3, in last year’s French Open final.

Halep was up, 3-1, in the final set before dropping the final five games.

“She had tears a lot of nights for months after that with the memory of that and being so close and playing so well, and that one sort of slipping through her fingers,” said Darren Cahill, her coach. “But I give her credit. With all the sorts of kicks in the stomach she’s had, to be able to keep coming out and keep putting herself in positions and keep winning and keep doing what she has done, it shows she has a remarkable strength inside.”

That resolve has been apparent over the last two weeks. It was there as she climbed out of a deep hole against Davis; and it was there as she kept her composure and her head held high as Kerber rallied after a slow start and pushed her to the extreme.

It feels at last like her time. But then it also feels at last like someone else’s time.

“Gosh, it’s hard to choose,” Shriver said.

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