That episode neatly encapsulates the hunger, belief and determination of the 29-year-old, who will be one of the main attractions in second round action today at the ASB Classic.
Wozniacki has constantly defied the doubters, and smashed down barriers. Denmark wasn't exactly a tennis haven, and was historically overshadowed by Sweden. Before Wozniacki, no Danish player, male or female, had cracked the top 30.
Wozniacki changed all that, reaching No1 in the world as a teenager (becoming the first female from Scandinavia do that), and staying at the summit for the best part of two years. There was simply no precedent; no Danish female had even won a WTA title.
There have been ups and down since, but Wozniacki has carved an amazing career.
Her 30 titles are fourth among active players (only surpassed by the Williams sisters and Maria Sharapova), highlighted by her 2018 Australian Open triumph over Simona Halep.
She has also been amazingly loyal to the ASB Classic, turning up when ranked three in the world twice (when more money would have been available elsewhere).
"She has helped us put the ASB Classic on the map," said tournament director Karl Budge. "I don't know if we would be where we are today without Caroline."
It seems fitting then that Wozniacki's swansong in Auckland comes with one of the strongest fields in the tournament history, especially with the star power of Serena Williams and tyro Coco Gauff.
This year Wozniacki also fulfilled a long-time ambition to play doubles with good friend Serena, in the process becoming the first to play doubles with Serena and Venus.
But singles is her main focus, as she hopes to finally lift the ASB Classic trophy. She has been desperately close, especially in 2015 (she lost the final in three sets to Venus Williams) and 2018 (runner-up to Julia Goerges).
World No37 Wozniacki faces 2017 champion Lauren Davis (world No64) today, the perennially underrated American, while Williams is up against compatriot Christina McHale. Gauff plays German Laura Seige-mund.