The Northern Irishman released a statement in May confirming that the relationship was over just a matter of days after the couple sent out wedding invitations.
Wozniacki has now revealed that she was in a state of shock when the world number one golfer dumped her by phone.
The sportswoman told In Depth With Graham Bensinger: "It was very hard because he made it very public from the start. He put out a press release so I didn't have a choice, you know, it just got put in my face.
"I was shocked. I thought at least, you know, I would get a face to face or something. But there was nothing - it was just a phone call and I did not hear from him again.
"I don't think you expect to find yourself in a situation like that, you can't prepare yourself or your body for anything like that so I think I was in a bit of a shocked phase there for a while."
Wozniacki also appeared to launch a dig at McIlroy's height by describing what she looks for in an ideal man. She said: "Someone who is fun to be around who doesn't take himself seriously. I would like a taller guy so I can wear my heels."
The couple were in a relationship for almost three years.