McIlroy, golf's world number one, told a news conference in Miami earlier in the day that he had been wrong to walk off mid-round at last week's Honda Classic and admitted his toothache was not bad enough to justify quitting the tournament.
"I think Rory did a really great job at the press conference," Danish former world number one Wozniacki said while preparing for the BNP Paribas Open at Indian Wells.
"He said what he had to say. He was honest. Now he's got to go out there this week and hopefully play some good golf."
McIlroy, who is competing this week in the elite WGC-Cadillac Championship at Doral, admitted to reporters that he had erred in withdrawing from last week's event at PGA National.
"Obviously I've had a lot of time to think about it," the 23-year-old Northern Irishman said. "I realised pretty quickly that it wasn't the right thing to do.
"No matter how bad I was playing, I should have stayed out there. I should have tried to shoot the best score possible."
McIlroy, who played the first eight holes in seven-over-par before quitting, initially said he was not in a "good place mentally" but a later statement cited pain from his wisdom tooth.
Asked what is was like to date a fellow 'high-profile' athlete, Wozniacki replied: "To be honest, we've been in the media spotlight so long separately, it's nothing new.
"We've gotten so used to it, we don't really pay attention anymore - unless it's a rumour like the one the other day that we've broken up. Oh really? Thanks for letting me know."
Earlier in the day, McIlroy was asked if off-course issues, perhaps related to his girlfriend, had hampered his focus on tournament golf.
"No, not at all. I've read what's been written and just because I have a bad day on the golf course and Caroline loses a match in Malaysia, it doesn't mean that we're breaking up," he said with a laugh.
"It's sport, and I'd rather keep my private life as private as possible. Everything on that front is great and I'm looking forward to seeing her next week when she gets to Miami."
Wozniacki would dearly love to arrive in Miami after a successful fortnight at Indian Wells, having seen her world ranking drop from number one to 10 over the past year.
Last month, she suffered one of her worst career defeats when she bowed out of the Malaysia Open to 186th-ranked Chinese qualifier Wang Qiang, losing 2-6 7-6 6-1 after cruising through the opening set.
"I don't think I have a problem," Wozniacki said of her form after making a 10-6 (win-loss) start to this season. "When you're number one there's basically just one way to go, and that's down.
"I'm healthy. I feel like I'm playing well, so people can say what they want. But I have a life, and I'm happy I have a life.
"Everybody wants to be number one. No doubt about it. But right now, my focus is just trying to play well, to try and win tournaments," said the Dane, a winner of 20 career WTA titles.
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