However, Halep, in her fourth Grand Slam final, was not to be denied.
"I think winning here is very special for her and I'm glad she finally got her first Slam".
Barely an hour in, with Stephens up a set and 2-0 in the second, Halep felt a brief downbeat of resignation: "I said, 'It's not going to happen again, but it's OK". The American, the 13th player seeded No.10 or lower to reach the Roland Garros final in the Open Era maintained the edge while negativity started to surround the world No.1, as too often has happened to her.
U.S. Open champion Stephens used her powerful game to full effect to take the first set but then ran out of steam as Romania's Halep completed a memorable victory.
"I was dreaming of this moment since I was starting to play tennis".
Top seed Simona Halep insisted that she "doesn't feel pressure" ahead of her third French Open final on Saturday, where she will face American Sloane Stephens. I wanted this trophy to be here in France. Halep, one of eight women in the Open Era to lose in their first three Grand Slam finals, must dig deep to win every point given Stephens hasn't much court to cover behind the baseline. She got even closer in last year's final against Jelena Ostapenko, an unseeded Latvian, before losing a one-set, 3-0 lead as Ostapenko took big swings and risks, most of which paid off.
She elected to receive and looked nervous from the start as Stephens easily held in the opening game. If not, you have the second and the third sets of today's match, it speaks for itself. "I could make more things on court, and that's why I could win".
As Halep scurried to chase a shot that turned into a drop shot for Stephens and won the point for 4-0, her coach Darren Cahill leaped out of his chair and pumped his fist. She is the better overall player than Stephens, and clay just widens the margin.
But after falling behind an early break in the second set, Halep's tenacity and vigor, two of her great strengths as a player, turned the match around.
But from 0-2 down in the second set, Halep was able to change the flow of the match.
The Romanian failed to consolidate it, however and misdirected three forehands to help Stephens break back at love to 3-4.
Like Halep, Stephens is an incredibly talented defensive player, and she kept stretching points against a mistake-prone Keys, who made 41 unforced errors - 30 more than Stephens.
Stephens, 25, showed her class afterwards, saying: "Congratulations Simona on your first slam, it looks good on you". Stephens is one of the best movers on tour, and while Halep has started to become more aggressive, she certainly can't hit many winners against the American and will have to rely on mistakes from her opponent.