With the roof closed at Rod Laver Arena due to outside temperatures of 111 degrees, the American beat the fourth-seeded Dementieva 6-3, 6-4 on Thursday.
Dementieva had a 3-0 lead in the second set before Williams, helped by consecutive double faults by the Russian in the fifth game, won four games in a row. After the pair exchanged service breaks, Williams held her serve to clinch the match.
Williams won the Australian Open in 2003, 2005 and 2007.
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