After the second round, Shanghai overtook Wuhan to lead the championship group on four points.
Houssem Aouar converted a penalty in the 28th minute to equalize for the hosts after Melvin Bard was taken down by Alvaro Gonzalez.
The game was decided with the final possession. After Li Jinjun converted one of two free throws, Shaanxi went up 80-78 with 11.3 seconds remaining. On the ensuing possession, Wuhan's Liang Juanzhi missed a jumper that could have sent the match into overtime.
Despite three losses in a row coming into the season, Wuhan coach Li Xin expressed her satisfaction in some respects.
Madrid boss Zinedine Zidane, who has to work out what his most effective line up without the injured Eden Hazard is, could start with Wednesday's goal scorer, Vinicius Jr alongside Karim Benzema and Marco Asensio.
"That's our aim and I'm confident we can compete with the footballers we have," he added, despite the refusal of several clubs to release their players for national duties.
In the first set, Shandong and Tianjin traded leads from the offset. After Shandong's Sun Jie left the court through injury, Tianjin leveled the score 15-15 and then took the set 25-21.
Fueled by Wei's six points in a row, Inner Mongolia widened the gap back to seven points, and they used a 22-13 second quarter to build a 13-point advantage at halftime.
Dongguan got within seven points with 2:19 left in the third quarter, but Shan scored eight straight points thereafter to push Zhejiang's lead to 15 points heading into the last quarter. Dongguan came no closer than 13 points throughout the rest of the game.
During the 18-round campaign, teams face lung-busting altitude, scorching tropical heat, long-haul flights between many cities and passionate fans that make stadiums such as Argentina's La Bombonera or Brazil's Maracana among the world's most inhospitable venues for opponents.
With 3:04 left on the clock of the third period, Fujian kept chasing the score-line and trailed by 57-66, but Zhejiang reclaimed a double-digit advantage through Dong Ke'er's three-pointer.