After yanking her tee shot into the woods on the 10th hole, Choi wound up making a triple bogey — cutting her lead over playing partner Amy Yang from five to two strokes.
"That moment, maybe I thought I might screw up today," Choi said. "But I thought I needed to fix that. I can do it. So I tried to think what I have to do."
Choi birdied the next hole, danced around a few more potential pitfalls on the back nine and went on to win by four strokes Sunday at Blackwolf Run.
It's the first major and sixth career LPGA Tour victory for the 24-year-old South Korean star, who came into the tournament ranked fifth in the world.
Choi shot a 1-over 73 on Sunday and finished at 7 under. Yang, also from South Korea, had a 71 to finish second.
Charlottetown's Lorie Kane closed with a 76, and was 19 over for the tournament.
Choi's victory comes at the same course where Se Ri Pak won the Open in 1998, a victory that inspired Choi and many other young South Koreans to try to make it on the women's tour.
"And 14 years later I'm here right now, and I made it," Choi said. "My dreams come true. It's an amazing day today, and like I really appreciate what Se Ri did and all the Korean players, they did. It's really no way I can be here without them."
Pak was among a group of friends who met Choi after she putted out on the 18th green, showering her with hugs — and victory champagne.
"She (said), 'Hey, Na Yeon, I'm really proud of you. You did a really good job, and you (were) really calm out there,'" Choi said. "She talked to me a lot, and she was hugging me."
Choi is the fourth South Korea player to win the event in the five years, following Inbee Park (2008), Eun-Hee Ji (2009) and So Yeon Ryu (2011).
And while Choi's performance on the 10th wasn't pretty, she could afford to have one bad hole Sunday thanks in large part to her remarkable performance Saturday when she matched the fifth-lowest round in Open history with a 65.
Choi and Yang were the only players to finish the tournament under par.
Yang was expecting Choi's best effort.
"I knew she was going to play well," Yang said. "She's very consistent player."
Sandra Gal of Germany shot a 74 and finished at 1 over. Il Hee Lee of South Korea, Shanshan Feng of China and Italian Giulia Sergas finished 2 over.
Michelle Wie finished at 10 over. After shooting a 66 on Friday to close within a stroke of the lead, she had weekend rounds of 78 and 80.
"Contention for me kind of got my juices flowing and kind of made me want it more and felt like what it was like again," Wie said. "So I'm really looking forward to the next tournament and there's a lot of positives to take from this week."
Top-ranked Yani Tseng finished 14 over, and still needs an Open victory to complete a career Grand Slam.
The afternoon belonged to Choi, who was even through the front nine, making bogey on No. 1 and making a birdie putt on No. 4.
Then she found trouble.
It started on the par-5 10th hole, when she put her tee shot way left into woods and deep rough. Choi was 8 under at that point — five strokes ahead of Yang, who was 3 under.
After a long delay for a fruitless search for her ball, she went back to the 10th tee with a penalty. Choi wound up with a triple-bogey 8 and appeared to be on the verge of unravelling. Yang made a par on 10, cutting Choi's lead to 2 strokes.
Choi birdied No. 11 but got in trouble again on No. 12, putting her approach shot in the long rough short of the green. She managed to chip out of the rough and hit the green, then rolled in a putt of about 20 feet to save par — and, perhaps, her Open title.
Choi then came within inches of putting her tee shot in the water on No. 13, but her ball bounced to safety — appearing to skip twice off of a wall that lined the water hazard — and she made another par.
She then made birdies on No. 15 and 16.
After taking the lead with her big round on Saturday, Choi talked about how Pak's dramatic 1998 victory was one of the main things that inspired her to success in golf. Choi recalled watching that tournament on television and remembered how it changed her goals, helping her dream of something bigger.
Pak, who finished at 4 over after a 71, was holing out on No. 18 at about the same time as Choi was finishing No. 9. But Pak intentionally stayed out of Choi's way at the time.
"I don't want her to lose her focus, so I'm trying to not give her (a) look," Pak said. "But you know, she's already been there many times. She won five times already, and of course, this is a little different than a regular event. But of course, having a lot of pressure herself, but she's good enough to be out there."
Pak is happy to hear that her victory in 1998 inspired so many people in her country.
"They were watching TV back then, and they didn't know what's going on in golf," Pak said. "And after I won the U.S. Open, they're watching this moment here, and they know what is golf and they think of their dreams."