Caroline Wozniacki

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The good news is that it can't get any worse for Caroline Wozniacki.

The bad news is that she was knocked out in the French Open first round by Yanina Wickmayer Tuesday.

It was the tennis player's first competition since her engagement to golfer Rory McIlroy ended a week earlier. At the post-match press conference, Wozniacki told reporters that she would not answer questions about her private life. The former world No. 1 did, however, make a brief mention of it.

"The only thing I really have to say is that, you know, thank everybody for their support and sweet messages. That's really nice," Wozniacki, 23, said. "You know, 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."

"You're not prepared for something like this, and it came as a bit of a shock," she added. "You need to just keep going and keep moving forward." Wozniacki first addressed her breakup via Twitter May 22, writing, " 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." That tweet prompted tennis pro and close pal Serena Williams to reach out to Wozniacki via social media. "I'll always walk with you," she wrote.

McIlroy, who kicked his week off right with a victory in the BMW PGA Championship at Wentworth in England, previously said that he got cold feet while sorting out the couple's wedding invitations.

Rory McIlroy

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"There is no right way to end a relationship that has been so important to two people," the 25-year-old golfer said in a statement May 21. "I wish Caroline all the happiness she deserves and thank her for the great times we've had. I will not be saying anything more about our relationship in any setting."

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