Joshna, the lone Indian left in the draw after the exit of teammate Dipika Pallikal, won the crucial points against the higher-ranked opponent from Hong Kong in the semifinal lasting an hour.
The eventual scoreline read 8-11 11-9 12-10 7-11 11-9 in favour of the Indian.
Joshna had also got the better of Annie in the recently held Asian Team Championship in Taipei.
"Every point was fought to the max, just happy to get through to my biggest ever PSA final," said the World No.13 after reaching the summit clash of the USD 25,000 event.
Joshna has so far won 11 PSA titles.
Joshna, seeded third, faces top seed Joelle King of New Zealand in the final on Saturday.
Joelle saw off the challenge from Australia's Donna Urquhart with a 11-8 10-12 11-6 11-6 victory.