Caroline Wozniacki Having a 'Hard Time' After Split from Rory McIlroy

05/23/2014 at 08:15 AM EDT

Caroline Wozniacki Having a 'Hard Time' After Split from Rory McIlroy
Caroline Wozniacki and Rory McIlroy (inset)
Juergen Hasenkopf/REX USA; Hugh Routledge/REX USA
Her engagement is over, but she'll never walk alone.

That was Caroline Wozniacki's message to fans on Twitter following her heartbreaking split from golfer Rory McIlroy.

"You'll Never Walk Alone" is the anthem of Liverpool, her favorite soccer team – and the Danish tennis star invoked those words in thanking fans for their support this week.

"It's a hard time for me right now," she wrote. "Thanks for all the sweet messages! Happy I support Liverpool right now because I know I'll never walk alone."

One of those fans, fellow tennis star Serena Williams, Tweeted back, "I'll always walk with you."

Meanwhile, McIlroy, 25, the champion North Irish golfer, held back tears at a PGA event southwest of London, telling the press that he was struggling but never considered backing out of the tournament.

"Look, I'm no different than anyone else," he said, according to the Irish Independent. "Everyone has been through break-ups, and it obviously has been very, very difficult."

"There's no good time to sort of end a relationship, I guess. I made a commitment to be here at the European Tour's flagship event … once I gave my word that I would play, I wasn't going to back out on it."

McIlroy dramatically called off his engagement to Wozniacki earlier this week, saying he had gotten cold feet once the invitations were sent out and adding that he wasn't ready for all that marriage entails.

The couple were expected to get hitched in New York in the fall after the Ryder Cup, and neither can avoid the public gaze. Injury permitting, Wozniacki may be seen on court at the French Open next week.

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