The 24-year-old from Haryana defeated Ayaulym Kassymova of Kazakhstan to enter the finals. She had advanced to the semi-final after beating Uzbek grappler Nabira Esenbaeva 6-2 in the quarterfinal bout.
Sakshi will face Olympic gold medallist Japan's Risako Kawai in the finals.
Sakshi had become the first Indian female wrestler to win a medal at the Olympics when she clinched the bronze in the 58 kg category at Rio Games.
She had previously won the silver medal at the 2014 Commonwealth Games in Glasgow, and the bronze medal at the 2015 Asian Wrestling Championships in Doha.