Wozniacki, 23, wrote on Twitter: "It's a hard time for me right now.Thanks for all the sweet messages!Happy I support Liverpool right now because I know I'll never walk alone."

It's a hard time for me right now.Thanks for all the sweet messages!Happy I support Liverpool right now because I know I'll never walk alone

— Caroline Wozniacki (@CaroWozniacki) May 22, 2014

Manchester United fan McIlroy partnered former Red Devils players Peter Schmeichel, Phil Neville and Teddy Sheringham in Wednesday's pro-am ahead of the BMW PGA Championship at Wentworth.

Although a statement from the 25-year-old's representatives announcing the split said he would not discuss the situation further, a visibly upset McIlroy answered questions in his scheduled pre-tournament press conference just two hours later.

"I just want to get my head into golf this week and concentrate on the tournament and try and do well," McIlroy said.

"(I've) been playing well. The form's been good. I just want to dive straight into it and keep myself somewhat busy and just try and have a good week on the course.

"I'm not going to lie. It's going to be very difficult. But at least when I get inside the ropes (I can) just try and concentrate on the shot at hand."

Asked if he had been tempted to withdraw from an event in which he has missed the cut in each of the last two years, the two-time Major winner added: "No, I didn't think there was any reason to do that.

"I made a commitment to be here. It's the European Tour's flagship event. I'm very proud to be part of the European Tour.

"The European Tour have been very good to me over the last number of years and I thought it was my duty to come back and play in this event. Once I gave my word that I would, I wasn't going to go back on it."