Already hugely popular in China because of his easygoing personality and outstanding success, the Swiss legend had the crowd swooning once more following his victory on Wednesday.
"I'm a star," he told his adoring supporters -- known in China as 'Milk Powder' -- in the local dialect after defeating Argentina's Diego Schwartzman in his tournament opener.
Federer's 'Cow' moniker stems from a Swiss tournament twice gifting him one of the animals. The first was Juliette in 2003, and then there was Desiree in 2013.
The Chinese also consider his personality -- they see him as gentle and mellow -- to be similar to that of a cow.
The 36-year-old's very passable attempt at Shanghainese -- the on-court compere said he wanted to teach Federer a useful phrase -- was the talk of Weibo, China's version of Twitter.
Earlier in the week Federer rode the city's subway lines as part of the build-up for the Shanghai Masters and chatted with other passengers.
"I've been travelling on the subway all the time these past two days, but I didn't have the luck to meet him," said one Weibo user, a sentiment echoed by many others online.
However, some of his fans said they were worried that the 19-time Grand Slam winner appeared to be having almost too much fun.
"Feel like I won't see this cow in the semifinal," lamented another on Weibo.
Shanghai has fond memories for Federer, who played here in 2002 when he first broke into the top ten. He also won the 2006 and 2007 Tennis Masters Cups and the 2014 Masters at the Qi Zhong Stadium.
Wednesday was Federer's first match in the Chinese metropolis since 2015, and his supporters were determined to give him the warmest of welcomes.
Dozens of fans were decked out in red T-shirts and held aloft matching signs reading "Welcome Back" as Federer defeated the unseeded Schwartzman 7-6 (7/4), 6-4.
"It feels great to get support," Federer said, after his second-round win.
"They were all (dressed) just the same, all had the same banners. You can tell that there was a lot of effort put into it.
"Also tried to sit all together, I think that's a lot of fun for me, as a player, to see that because usually you only see that with soccer clubs or team sports.
"Individual sports, for fans to get together, is rare. I appreciate that and really enjoyed myself seeing that today. It was great, thank you."