McIlroy popped the question in Sydney on New Year's Eve and Wozniacki revealed on Monday night that her folks knew of the impending proposal before she did.
"He had asked my parents for permission, like traditional, which was great," the Danish pin-up said when asked if she had any inkling 2014 would start "with a bang", as she tweeted.
"Yeah, I was very happy. They were very happy for me, and his parents as well and everyone around us.
"So it's a special moment, a special time in our lives. It's amazing to have everything set in the personal life and we can really focus on our games and the year ahead of us in the sport, which we're both looking very much forward to."
Wozniacki admitted marrying a fellow former world No.1 was a bonus for both the sporting love birds.
"It's great to have someone there who understands you and is always there to support you," she said.
"Obviously it's both individual sports and both with a ball. I think mostly it's just he understands how it is to be a professional athlete.
"All the expectations and all the ups and downs and how amazing it feels when you're winning and how tough it can be when you're not."
The tennis glamour said getting engaged "was the best possible way to start off the year" and the 23-year-old added to the celebrations on Monday with her first win of 2014 at the Sydney International.
Wozniacki rallied from a set down to advance to the second round of the Australian Open lead-up event with a 3-6 6-2 6-4 victory over German Julia Goerges.
The fighting win snapped a streak of three consecutive losses to Goerges, who had gained entry to the main draw as a "lucky loser" despite retiring from the qualifying tournament on Sunday with an ankle injury.
The world No.73 earned a spot on Monday after American Sloane Stephens withdrew with a wrist injury, but failed to make the most of her good fortune after an encouraging start against the fourth seed.
While Wozniacki avoided a first-round exit, fellow former world No.1 Jelena Jankovic bombed out earlier on Monday, the Serbian fourth seed falling 6-4 6-2 to Russian Ekaterina Makarova in a first-round boilover.
German fifth seed Angelique Kerber also had a tough opener, but survived with a hard-fought 7-6 (7-5) 7-5 win over Slovakian Dominika Cibulkova to reach the second round.
Kerber next meets Kaia Kanepi for a place in the quarter-finals after the Estonian outclassed American qualifier Victoria Duval 6-1 6-3.
Australian Jarmila Gajdosova's forgettable streak continued with a first-round loss to another American qualifier, Lauren Davis.
The one-time world No.25 has slipped to 265th in the rankings after going 12 months without a win on the WTA Tour and required a wildcard into the Australian Open lead-up event.
But her tournament lasted just two sets, with Gajdosova going down 6-4 7-6 (10-8).
Her latest defeat, though, was tempered by news later on Monday that she'd won a wildcard into the Australian Open starting next Monday.