Williams hadn't lost a set all week - hadn't even came close - but that all changed within 30 minutes yesterday. She struggled from the start and looked out of sorts.
It didn't help that her opponent prowls the baseline like a panther. Wozniacki came up with some of the best retrievals seen on these courts since Michael Chang in 2001. At one point Williams thought she was admiring a winner when the ball came sailing back as the Dane chased down another lost cause.
Williams was broken twice as Wozniacki won the first set 6-2. When the American was broken again to begin the second set, the omens were not good. Fans were looking at the biggest anti-climax in Auckland since the 2003 America's Cup finals.
But Williams found a way back.
Wozniacki briefly took her foot off the pedal and Williams finally secured a break and a foothold in the match.
"I should have kept it there," reflected Wozniacki. "I should have kept that break. My serve went down a little bit and she came back."
Williams also realised the significance of that break.
"In tennis, the best part is there is never a clock," she said. "I felt like I could only play better. After that, the game started rolling and she was a little bit frustrated."
As Williams stepped up, Wozniacki began to make some mistakes, also struggling with the blustery conditions. Williams came up with some monster serves, regularly surpassing 190km/h, and had the Dane on the back foot.
The third set was just what you expect in a final; serious quality, intense drama, high tension. And some unbelievable tennis.
One player would produce the shot of the day, before the other would surpass it a few points later. Wozniacki, who had admired the corporate box dining earlier in the week, was almost sitting among them after one wickedly-angled Williams forehand. That shot secured a crucial break, putting Williams up 2-1.
The rest of the set was a battle of wits - Williams hanging on physically, Wozniacki hanging on mentally.
Williams had chances for another break - which would have buried the Dane - but didn't take them. But she finally converted her fourth match point to win the coveted title.