Having been inserted to bat at the toss, the home side posted a total of 141-8 in their 20 overs with Jason Smith top-scoring with 58 from 41 balls.
Tshepang Dithole provided the innings with some late impetus, striking a 27-ball 38 as the Dolphins sneaked over the 140-run mark.
The visitors showed good disciplines with the ball, especially spinner George Linde who returned outstanding figures of 2-9 in his four overs.
Western Province made a disastrous start with the bat as they slipped to 21-4 in five overs with home seamer Eathan Bosch (4-21) taking all four wickets.
Joshua van Heerden stuck around and made 44 and found good support from Kyle Simmonds (16) and Josh Breed (29) but it was not enough as Western Province crashed out of the competition.
The Dolphins will now take on the Warriors at St Georges' Par on Friday for the right to play Boland in the final of the CSA T20 Challenge.
Tristan Stubbs says he is excited to have an opportunity to play and work on one format of the game as he eyes hitting prime form for the Proteas at the T20 World Cup early next year.
The Warriors advanced to the CSA T20 Challenge final after rain washed out their clash against the Dolphins at St Georges' Park in Gqeberha on Friday.
The Warriors got a second bite at the cherry when they won a super over to defeat the Boland Rocks by ten runs in the CSA T20 Challenge Final in sunbaked Paarl on Sunday.
Boland secured a place in the CSA T20 Challenge final after a tense five-run victory against the Warriors in the Qualifier at Boland Park on Tuesday evening.
