The 13th-seeded Wozniacki, a former No. 1 and the runner-up at the 2009 U.S. Open, lost 7-6 (5), 4-6, 6-2 on Tuesday to 64th-ranked Yanina Wickmayer of Belgium. It's the first time Denmark's Wozniacki was beaten in her opener at Roland Garros since 2007, her debut at the clay-court Grand Slam tournament.
Wozniacki spoke briefly at her postmatch news conference before taking questions, never mentioning McIlroy by name or their scrapped wedding plans.
"I don't really want to talk about my personal life. I hope that you all can understand that," she began, putting her left hand to her chest. "The only thing I really have to say is that, you know, [I want to] thank everybody for their support and sweet messages."
She continued, shrugging her shoulders: "What happens in my personal life, I just want to really keep that between my closest people around me. You know, I just have to move on."
Last week, McIlroy was close to tears while telling reporters that he and Wozniacki decided to split only days after sending out wedding invitations. They began dating in 2011 and were engaged this past New Year's Eve.
On Sunday, McIlroy won the European Tour's BMW PGA Championship in England.
Wozniacki was ranked No. 1 in 2010, and she has been as far as the semifinals four times at Grand Slam tournaments. That includes the U.S. Open in 2009, when she beat Wickmayer at that stage before losing to Kim Clijsters in the final. Clijsters has been working with Wickmayer lately.
Until Tuesday, Wozniacki was 6-1 against Wickmayer. But playing her typical brand of often-passive tennis, Wozniacki allowed Wickmayer to build an 18-3 advantage in winners in the first set. Still, Wozniacki served for that set at 6-5 before getting broken at love.
Wickmayer was asked whether she thought about her opponent's mental state.
"We all live difficult times with the boyfriend or when somebody dies or when you have personal issues. We all have our personal issues. Everybody is aware of it because they're a famous couple. But there are other players who have very personal problems," Wickmayer said. "I think she's strong. She's going to recover."
One on-court issue for Wozniacki is a lingering knee injury that forced her to skip this month's Italian Open.
All told, her run-up to the French Open was hardly ideal.
"You're not prepared for something like this, and [it] came a bit as a shock," Wozniacki said. "I just tried to prepare the best that I could. ... I felt a little bit rusty out there, and it wasn't really a pretty match. But I tried."