It was revealed this morning that former world number one McIlroy and Danish tennis player Wozniacki had ended their engagement just days after sending out wedding invitations.
McIlroy told a press conference today that he didn't consider pulling out of the European Tour's flagship event at Wentworth, which begins tomorrow.
"I just want to get my head into golf this week and concentrate on the tournament and try and do well. [I've] been playing well," PA quotes the Northern Irishman as saying.
"The form's been good. 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 you know, at least when I get inside the ropes, [I can] just try and concentrate on the shot at hand."