The other semi-final will feature France's Alex Lanier, who beat Taiwan's Wang Tzu-wei 21-19, 21-13, and Lee Chia-hao of Taiwan who defeated Japan's Kenta Nishimoto 21-9, 21-18.
Tunjung displayed command on the proceedings and reeled of eight points in a row to take the first game rather easily.
The 22-year-old An powered through in Paris, however, as her controlled pacing finished off He, with the pair at one point delivering a rally that lasted nearly a minute.
It is Sindhu's first final since winning the gold and the Commonwealth Games last year.
Olympic bronze medallist Saina beat Tunjung 21-11, 21-12 in a one-sided semifinal match that lasted just 30 minutes.
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