Feng, who has been the world's top-ranked women's golfer for the last 22 weeks, said she never could have imagined becoming number one when she started playing the game as a 10-year-old in China, where she had little access to quality training facilities and could only get on a course once per week.
"I talked to my friends who we used to play golf together and grew up together. I was like, 'Did you ever think I could be No. 1?' They were like, 'No'. Not me either. I mean, nobody," she told reporters on Wednesday.
After spending years in the top 10, she made a decision last year to go for it, the Rio Olympics bronze medallist added.
"I was like, you know what? I'm 27 already. If I want to get to No. 1 this is the time. So that was my goal and I did it."
While Chinese golf still lags Asian neighbours South Korea and Japan, Feng says it is growing quickly back home.
The 28-year-old has been a key part of that growth, boosting the status of the sport by become China's first golf major champion at the 2012 Women's PGA Championship and opening her own golf academy.
Being number one also helps.
"The No. 1 position is really inspiring a lot of people back home," she said, adding that the number of junior golfers registered with the China Golf Association had increased 10-fold over the last two years.
"So there were only more than 3,000, 2015; 2016 was like 15,000. Then last year it was more than 30,000. So the growth has been really, really good."
Despite her global profile, Feng said she was rarely recognised back in China.
"Not very often," she said. "Golf is getting more and more popular, but still... people don't get to watch us on TV that much."
(Writing by Peter Rutherford; Editing by Sudipto Ganguly)
