The rampage left eight other people injured, including a nine-month-old baby. Some of the wounded are in critical condition.
Cheng, 27, whose death was confirmed on Sunday evening, is from Anhui province in central China and was doing a master’s degree in economics at the University of Sydney.
She had just finished her exams and had gone shopping to treat herself.
Minutes before being stabbed, she was talking to her fiancé on the phone.
“At 3pm, she was happily chatting with me, even trying on clothes to show me. I never imagined that right after our call ended, the stabbing incident would occur,” her fiancé, surnamed Wang, told the Chinese news service Sydney Today.
Cheng even sent her fiancé a video of herself trying on clothes, and said: “The short sleeves look really ugly.” To which Wang replied: “It seems there are quite a few men’s styles too.”
After ending the conversation, Wang was alarmed to hear news that a multiple stabbing had taken place at the centre where Cheng was shopping.
Repeated attempts to contact her failed and her loved ones began to fear the worst.
“My heart skipped a beat. We tried to contact her day and night but got no response. The whole family was frantic, not daring to think too much,” said Wang.
In the hours after the attack, the police and the Chinese Consulate in Sydney told Wang and Cheng’s family that a female victim had been found near Cheng’s handbag, which contained her identification details and phone.
An agonising 24 hours followed, until confirmation of her death was given just before 9pm on March 14 (Australia time).
Wang said the couple had planned to hold their wedding right after Cheng’s graduation this year. The families of both Wang and Cheng are now on their way to Sydney.
The rampage, by a lone knifeman, also took the lives of Ashlee Good, a 38-year-old osteopath, whose nine-month-old daughter was injured.
Another victim was Dawn Singleton, 25, the daughter of Australian multimillionaire businessman, John Singleton.
Also killed were 47-year-old mother-of-two Jade Young, Pikria Darchia, 55, and a 30-year-old security guard, Faraz Tahir, who is the only male among the dead.
Police have identified the attacker as Joel Cauchi, a 40-year-old man from Queensland who suffered from mental illness. He was shot dead by NSW police inspector Amy Scott.
The Chinese Embassy in Australia confirmed that another university student from China was severely injured in the attack.
An investigation is underway as to why almost all the victims were women.
Many Chinese people have visited the scene of the attack to lay cards and flowers, one of which read: “Young lady, may you rest in peace.”
The tragedy has also produced a wave of sympathy on mainland social media.