Caroline Wozniacki
Wozniacki suffered a first round exit at the French Open for the first time since 2007.

Former world No.1 Caroline Wozniacki admits her shock first round exit at the French Open was affected by last week's split with golfer Rory McIlroy.

Wozniacki was defeated 7-6 4-6 6-2 by world No.64 Yanina Wickmayer on Tuesday to end her interest in the women's singles in the first week in Paris.

Though clearly affected by the end of the engagement which was announced last week, McIlroy went on to win the BMW PGA Championship at Wentworth on Sunday but Wozniacki enjoyed no such rest bite.

"I want to thank everybody for their support and sweet messages," the Danish No.1 said. "That's really nice.

"What happens in my personal life, I just want to really keep that between my closest people around me. I just have to move on."

McIlroy, 25, revealed he broke-off the engagement after sending out wedding invitations the previous weekend, bringing an end to the pair's two-year relationship.

Left to consider being dumped out of the first round in the French capital by Wickmayer, who faces Silvia Soler-Espinosa in round two, Wozniacki admitted her preparation for the tournament had been damaged by last week's events.

"You're not prepared for something like this and it came as a bit of a shock," conceded the 23 year old. "I just tried to prepare the best that I could, and really tried to focus on my match and on what I had to do out there.

"It doesn't make it easier that I haven't been able to play really that many matches because I have been injured. [Wozniacki withdrew from her second-round match in Rome two weeks ago with a bad knee.] I felt a little bit rusty, and it wasn't really a pretty match. But I tried.

"I guess I'm getting old. It's like a car that is 10 years old, all of a sudden it starts breaking down, it was great at the beginning and now it needs service more often."