Caroline Wozniacki sizzles in bikini golf picture after Rory McIlroy jokes hours after ex-fiancé Rory McIlroy said he lost interest in women's tennis in Caroline Wozniacki: 'The media will build you up in a hurry, but then, just. Did Caroline Wozniacki hear about the swipe Rory McIlroy took at her in a recent interview? Yeah you bet she did. McIlroy, currently engaged. Rory McIlroy faces the media on the morning he revealed he had split with his tennis star fiancée Caroline Wozniacki. Rory McIlroy and Caroline Wozniacki are done?! can be certain of is where they've been, and what they've shared with us via social media. Caroline Wozniacki says she "just has to move on" after losing her first match since the end of her engagement to Rory McIlroy. NEW HAVEN, CT - AUGUST Caroline Wozniacki of Denmark and golfer Rory McIlroy of Northern Ireland pose with members of the Yale football team after.