Caroline Wozniacki returns serve to ex Rory McIlroy

Denmark's Caroline Wozniacki reacts while playing Britain's Johanna Konta. Photo / AP

Caroline Wozniacki is surprised ex-fiance Rory McIlroy has taken a shot at their relationship as he prepares for marriage later this year.

The four-time gold major winner is set to marry Erica Stoll after April's US Masters and has opened up about his relationship with the low-profile Stoll compared to dating one of the biggest names in women's tennis.

In an interview with the Irish Sunday Independent, McIlroy said it was refreshing compared to the three-year relationship with Wozniacki which he ended in 2014 after wedding invites had been sent out.

"We met when she was working for the PGA of America, and renting a condo in Palm Beach, and I found it refreshing being with someone who was living a normal life rather than, 'Oh! My jets is 30 minutes late!,'" McIlroy told the Irish Sunday Independent.

McIlroy opened up about his relationship with Wozniacki saying he thought it would work because they were both high-profile sportspeople.

"I thought at the time that being with someone that was in a similar position to you was the obvious answer," he told the Irish Sunday Independent.

"But it isn't, because you can never get away from it. You can never detach yourself and try to come back to the real world.

"And that's why I feel in such a good place now. I don't feel Erica wants to change me in any way.

"I can be myself around her; there's no bulls***, no acting, no show."

Wozniacki wasn't too happy when told about her ex-fiance's comments.

"I don't understand why he keeps bringing it up," she told The Sun at the Australian Open.

"Was I surprised? Yes, it's a little dead by now. It's three years ago.

"He looks like he's doing well. And if he's doing well, he must surely then look to move on."

A day after commenting on McIlroy's remarks, Wozniacki was bundled out of the Australian Open falling on straight sets to Johanna Konta 6-3, 6-1.

Konta, who made a surprise run to the semifinals at Melbourne Park last year, broke Wozniacki in the final game of the opening set.

Wozniacki then made life difficult for herself by double-faulting on break point to give Konta a 2-0 lead in the second.

Although Konta double-faulted on her first match point, she clinched it two points later when Wozniacki hit a backhand wide.

Wozniacki had come into the match in strong form, failing to drop a set in her first two matches and losing only seven games.