They won the U.S. Open title in 2019.
Second-seeded Sabalenka and Mertens wasted three championship points in an eight minute-plus last game. Sabalenka earned a fourth championship point with an ace and clinched the title when Siniakova sent a backhand wide.
Sabalenka is a top 10 player and is increasingly focusing on singles events.
Krejcikova and Siniakova won the Wimbledon and French Open titles in 2018.
Krejcikova has another chance at a title in Australia after securing a spot in the mixed doubles final.