Lopez, whom Wozniacki has described as a "great guy", was spotted watching the Dane during her first-round victory at Wimbledon this week and at Eastbourne earlier this month.
According to the Daily Mail, when asked about Lopez's presence, Wozniacki laughed: "You noticed that, huh?
"Yeah, I noticed he was on the sidelines in Eastbourne. He's a great guy. This is awkward."
Following her split with McIlroy, reports emerged claiming that the golfer ended their relationship in a three-minute phone call just days after the couple sent out wedding invitations.