Wozniacki, now ranked second in the world, credited the German for a deserved victory.
"It was difficult out there. She played really well, very aggressive, and things were going in for her – she made it very difficult.
"There's not much you can do about it – sometimes it is just like that, so I'll try again next time."
Wozniacki was again left with mixed emotions, after a strong week in which she ran into the wrong player at the wrong time – as she did in 2015, when Venus Williams edged her in the finale.
"There's not many places where I haven't won, so it's definitely a motivation, and it's always hard at the beginning of the year, you want to get going, you want to get your game in good places.
"I feel like I've done that well here in the past – I've played well but I just haven't managed to get the last step. I've also played players who have played very well that day, so sometimes you just take your hat off and say 'too good'."
"I'm not going to be too upset – I'm going to take this as a positive – I made it to the final this week, the first week of the year, and I'm going to go from there."
Wozniacki will need to build on those positives if she is going to conquer her next challenge - the Australian Open, where she hasn't reached the quarter-finals since 2012.