Juggling careers: Rory McIlroy and Caroline Wozniacki at the Eastbourne tennis tournament last year.

Juggling careers: Rory McIlroy and Caroline Wozniacki at the Eastbourne tennis tournament last year. Photo: Getty Images

Caroline Wozniacki, the Danish tennis player, has spoken of her pain after her fiance, golfer Rory McIlroy, cancelled their wedding just days after they sent out the invitations.

Wozniacki, 23, said on Twitter: “It's a hard time for me right now. Thanks for all the sweet messages!”

The Liverpool football supporter, who lives in Monaco, added: “Happy I support Liverpool right now because I know I'll never walk alone” in a reference to the club’s anthem, You’ll never walk alone.

McIlroy and Wozniacki at the London Olympics in 2012.

McIlroy and Wozniacki at the London Olympics in 2012. Photo: Getty Images

Tennis player Serena Williams, the world number one, then sent her support to Miss Wozniacki, tweeting: "I'll always walk with you.#friendsforever."

Meanwhile, Chris Evert, the former world number one tennis player, said she was not surprised by the couple's separation.

Evert, the 18-time grand slam winner, was engaged to fellow American tennis champion Jimmy Connors in 1974, the year both won the Wimbledon title. They also cancelled their wedding.

McIlroy, 25, issued a statement on Wednesday ending his relationship with Wozniacki.

He said: “There is no right way to end a relationship that has been so important to two people. The problem is mine.

"The wedding invitations made me realise that I wasn't ready for all that marriage entails. I wish Caroline all the happiness she deserves and thank her for the great times we've had.”

Evert, who was 19 when engaged to Connors, said: "It doesn't surprise me.

"I look back at Jimmy and I. To look at two players that are in the prime of their career and are striving to be No. 1, [you] don't see each other.

"I mean, I was married in my 20s to my tennis.That was the only way I could put all my emotions and energies into that goal. I was in awe that it [McIlroy and Wozniacki's relationship] worked as long as it did.

"I can't believe it. They must be just different kind of people. I understand 100 per cent, you're married to your career. You're using your emotions. You're using the mental capacity that you have.

"You're putting everything into it. That's what it takes to be the best."

Evert has since been married three times, to former British tennis player John Lloyd, downhill skier Andy Mill, with whom she had three sons, and Australian golfer Greg Norman -- all of them ending in divorce.

McIlroy and Wozniacki started dating in 2011, shortly after McIlroy won the US Open, his first major, and when Wozniacki was number one in the world.

McIlroy went on to become number one in the world in 2012 but they have both suffered a dip in form - Wozniacki is now number 14 in the world and McIlroy is number 10.

Friends and colleagues have spoken of their shock at the separation.

Plans for the wedding were said to be well under way. The couple reportedly hired a wedding planner in New York in February and planned to marry on Nov 8.

Invitations had been delivered to a number of high–profile guests, including Bill Clinton, the former US president, it was reported. Among the rumoured venues for the wedding was the New York Palace hotel's Villard Mansion, opposite St Patrick's Cathedral.

The couple, who had been together for more than two years, had separated before – once in October after Wozniacki posted an unflattering picture of her sleeping boyfriend on Twitter.

But they appeared happy in recent months – frequently referring to each other on Twitter - and spent the past week together in Monte Carlo, with McIlroy posting a picture online on Sunday of the view from the restaurant Nobu.

Wozniacki had also told how McIlroy, who has a £6 million house in Florida, sought her parents' blessing before asking her to be his wife.

"They were very happy for me, and his parents as well and everyone around us. It's a special moment, a special time in our lives," she said previously.

Wozniacki had also recently hinted at the possibility that the couple may have a baby.

Last month, she told Lime magazine: “I want to be a relatively young mother, and I do not see it as being too far in the future."

Her hairdresser, Dennis Knudsen, a celebrity stylist in Denmark, said he was “shocked” by the announcement. He had been booked to style Wozniacki’s hair and do her make up for the wedding and was due to attend as a guest.

"I am shocked and otherwise I have no further comments on it. It is a private matter that I have to talk to Caroline about," he told Ekstra Bladet, the Danish tabloid newspaper.

Malou Ejdesgaard, a close friend of Miss Wozniacki, told the same publication: "I will not say much because I have not been able to get hold of Caroline. But I'm just as much in shock as everyone else."

Ejdesgaard said she had received her invitation a few days ago and was looking forward to celebrating with the couple in New York in November.

"It must have been something that happened quickly and suddenly,” she added. “But as I said I do not know anything about the background.”

Michael Mortensen, her coach until recently, said: "I'm absolutely shocked. I have seen them together and they had the ultimate love and respect for each other."

McIlroy proposed on a boat in Sydney Harbour as the New Year fireworks lit up the sky. Announcing the news on Twitter, he posted pictures of the couple and the ring, writing: "Happy New Year everyone! I have a feeling it's going to be a great year! My first victory of 2014 #shesaidyes!!"

Before he began dating Wozniacki, Northern Ireland-born McIlroy had been with his "childhood sweetheart" Holly Sweeny for six years.

The Telegraph, London