Francisca Ordega's late equaliser helped Shanghai comeback from a goal down to defeat Changchun 4-3 on penalties to book their place in the semi-finals on Saturday.
The 25-year-old completed her move to China from American side Washington Spirit in March and made an instant impact as her effort helped Shanghai to a 1-0 last-eight win over Shandong.
The Nigeria international continued with her fine form, scoring in the 92nd minute to cancel out Ren Guixin's 86th-minute opener for the visitors.
After a 1-1 draw in regulation time, Shanghai progressed to the last four, having scored four times from the spot with the visitors missing twice.
Ordega, who is absent from Nigeria's ongoing pre-Women's World Cup tour to Spain, has now scored two goals in two successive games for Shanghai.
Other quarter-final matches will hold on Sunday as Jiangsu Suning take on Henan Huishang, and Wuhan face Beijing Phoenix, while Army trade tackle with Guandong.