"It was a better start than [Monday]," said Wozniacki. "I served well, returned pretty well. I had patience but came to the net a few times, mixed it up a bit."
Wozniacki forced five break point opportunities in the first set alone - converting two of them - and only lost two points when her first set landed.
The second set continued in the same vein and Wozniacki looked set to record her fourth career `double bagel' (a 6-0 6-0 scoreline) but McHale fended off a match point at 0-5 and then - finally - held serve To the crowd's delight, the American broke Wozniacki in the next game and saved a total of four match points before the third seed finally sealed victory in just over 70 minutes.
"I blew a few match points at 5-0 and 5-1 but it was nice to finish it off," said Wozniacki.
Wozniacki faces Romanian Alexandra Dulgheru in the quarter finals on Thursday. The Dane has won all three of their previous clashes, including the final in Malaysia last year.