SOUTH Africa's Ashleigh Buhai dug deep to win the AIG Women's Open on Sunday at the fourth play-off hole in incredible drama at Muirfield.

The 33-year-old had started the morning as the overwhelming favourite to win her first Major, as she led by five shots at the start of the day's play after a sensational seven-under round on Saturday.

However, things would be far from simple for the Johannesburg native, as a four-over round, including a triple bogey, saw South Korea's Chun In-gee – who had topped the leaderboard at the end of the second day – haul her in after producing a round of one-under, seeing the pair tied on 10-under for the tournament and needing a play-off to separate them.

The drama didn't end there, however, as the play-off was tied, and then two further goes at the 18th hole produced the same result.

Finally, at the fourth play-off hole and with the light starting to fade, Chun found a fairway bunker off the tee but it initially looked like Buhai would be unable to take advantage when she ended up in a bunker herself.

But an incredible shot from the bunker to within inches of the hole set up the winning putt.

Japan's Hinako Shibuno finished third, one shot behind the co-leaders, while Louise Duncan was the top-placed Scot, her total of one-under for the championship seeing her finish tied-19th.

North Berwick's Catriona Matthew had earlier failed to make Friday's cut, finishing seven-over.