The 15-year-old, who is the youngest winner of a professional tournament, is looking to become the first New Zealander and the youngest player to win on the LPGA Tour.
She carded an even par 72 in today's third round at the Vancouver Golf Club to remain on an eight under par total and hold a one-shot lead heading into the final round over four players American pro Stacy Lewis (66) and South Koreans Jiyai Shin (69), Chella Choi (73) and Inbee Park (70).
"It's good to stay at the top of the leaderboard, but my first goal was to make the cut and hopefully top 15 or something," said the Korean-born Kiwi who plays at the Gulf Harbour Country Club.
"But to be up there is just an honour, especially playing against the world's best.
"Fifteen-year-olds don't lead at an LPGA event all the time. But like I said, I'm very surprised. But I've been playing really good golf and I've been really confident with my game."
Ko, the only amateur to make the cut, is looking to surpass the feats of American Lexi Thompson who is the youngest LPGA Tour winner after she won the Navistar LPGA Classic last September aged 16.
She is also attempting to become only the fifth amateur to win on the LPGA Tour and first since JoAnne Carner in the 1969 Burdine's Invitational. Ko became the US Women's Amateur champion two weeks ago.
Ko showed no early signs of nerves being in the leading group with a birdie at the opening hole. She added another birdie at the par four sixth to get to 10 under par. She made bogeys on the 7th and 9th hole to make the turn in even par. She responded with a birdie at the 10th and then added seven straight pars before making a five foot putt for bogey on the 18th after her par attempt from four feet lipped out.
All three of her bogeys were a result of three putting from around 15m. She went to the practice round after her media duties to put in some work on the greens.
"I wasn't putting that great today, but I don't think I putted horrible either. Hopefully, they'll drop tomorrow. You can't play perfect golf. And just going to do some practice, but don't overdo it. The sun is getting to them and it's hotter than any other day."
She admitted to having some nerves with many of the best players in the world chasing her down on moving day.
"I know they're all great players, so the rankings are like top five in the world, and Stacy Lewis is second in the world just trailing behind Yani [Tseng]. I played with Stacy and I know she's a great player.
"It's quite nerve-racking, but I'm really here for experience and fun, and I'm having fun at the moment. If I don't win tomorrow, I don't think I'll be disappointed. If I do win, I'll take it like an honour."
