But after winning three times on the LPGA Tour earlier this year, Tseng is struggling going into Thursday's first round on the challenging 6,944-yard, par-72 course in central Wisconsin. And Tseng acknowledges that completing the career slam is on her mind.
"Yes, of course," Tseng said. "It's hard to not think about, because everybody is talking about it. But like I say, I'm not worried about what's my result this week, because [I'm] just going to have fun."
Karrie Webb is the youngest women's player to complete a career Grand Slam, having won the LPGA Championship in 2001 to complete the feat at age 26.
On the men's side, Woods was 24 when he won the 2000 British Open to become the youngest player to complete the career Grand Slam.
Tseng's best U.S. Open finish was 10th at Oakmont in 2010. Her best memory of the tournament? When she was a 13-year-old fan, Tseng was part of a small group of young Taiwanese players who watched Juli Inkster win in 2002. She remembers getting players' autographs on a flag.
"When you're a junior, you can get [a] hot dog and soft drink and free ticket to come in here," Tseng said. "It was so much fun."
In a way, Tseng said, her experience at the U.S. Open as a fan adds to the pressure she puts on herself as a player.
"So every year when I come to the U.S. Open, I always feel more nerves and more pressure on this tournament," she said. "When I was 13, my dream was playing the U.S. Open. Now I'm trying to think [about] winning the U.S. Open. It's a very big step for me to think this way."
Those thoughts come despite a recent rough patch in Tseng's game.
She got off to a roaring start this season, winning three of her first eight tournaments and finishing in the top 10 in all eight.
But in her most recent tournaments, Tseng finished 12th and 59th, then missed the cut. She has failed to break par in two consecutive tournaments.
Tseng actually saw a positive in missing the cut.
"I think it's good for me - give me a little break and take a rest," she said.
Tseng said her struggles are mostly mental, not necessarily caused by any issues with the mechanics of her swing.
"Sometimes when I start on tee I still worry about if my ball is going to hit right or left," she said. "But I feel good this week, actually. I feel very good. I feel very peaceful, and thankful for playing the Open."
Asked about Tseng's recent struggles, Inkster said today's players face more pressure at an early age.
"Yani, she takes her golf game personally," Inkster said. "She wants to succeed. She wants to be the best. But that's the case with the social media these days. I mean, when I won my U.S. Amateurs back in '80, I think people found out the next week - by Pony Express, I think it was. So nowadays, top players, they are scrutinized for everything. Whether that's right or wrong, it's just the way it is. Yani is young, and I think sometimes it's hard to take."
Despite her recent struggles, Tseng said she was excited about the start of the Open.
"It's just a wonderful experience when you step on the first tee and they announce your name, where you're from, where's your country," she said. "It just feels very different than other tournaments."