There were rumblings that Donald Trump was planning to drop in to a course he owns this weekend, which would add a layer of security and could trigger protests by activists who have found comments by the US President demeaning to women.
There were no demonstrators.
She is in an eight-way tie for sixth although 10 other players yet to complete their round are within two shots of her.
The 27-year old started the day with the lead to herself after firing a 6-under par 66 in Thursday's opening round.
That was good enough for a two-stroke lead over South Korea's Lee Jeong-Eun6, Amy Yang and Choi Hye-Jin, who all shared second on 138.
Lydia Ko of New Zealand played in the same threesome with Feng and was tied for third at 68 with top-ranked So Yeon Ryu of South Korea. Carlota Ciganda also was 4 under with a hole left.
American Stacy Lewis was asked if she was aware of Trump's presence during her round.
"Left Paris for United States of America".
After making par on her first two holes, the Kiwi carded four consecutive bogeys to fall back as rain fell.
The morning group faced an abundance of heat and humidity, but Feng said she wasn't concerned about the conditions. "So this week, you know, I really want to focus on the golf part and I want to hopefully inspire a lot of young women and women in general hopefully with my game".
Trump, surrounded by Secret Service agents, made his arrival to watch while Feng was on the 15th hole, which runs near the clubhouse. What's more awesome about Shanshan's round is that it came just days after a long flight back from China, where she played in a tournament last week. "Will be heading to New Jersey and attending the USWomensOpen their most important tournament, this afternoon", Trump tweeted after departing Bastille Day celebrations in France.
When asked after her round Thursday what it will take for her neck to get back to 100 percent, Wie chuckled.
Yang had six birdies and a bogey in her round. But the players seemed to take the obvious distraction in stride. "That allowed us to actually maybe hit the ball closer to the holes easier to have birdie chances". She bogeyed her 14th and then the last.
Seon Woo Bae, a victor in South Korea previous year, was alone in fifth place at 5 under after a 69. Kerr had five birdies and two bogeys.
Shanshan, who won the bronze in Rio past year, played with gold medalist Inbee Park and Ko, who captured the silver.
"We're here to play a major championship hosted by the USGA", said Kang, who grew up in California.
Second-ranked Ariya Jutanugarn and two-time Open champion Inbee Park also missed the cut.