Li Na helped set an unwanted record by crashing out in the first round of the French Open while Caroline Wozniacki completed her miserable week by losing to Yanina Wickmayer.

The Dane was making her first public appearance since Rory McIlroy called off their engagement and had plenty of support on Court 2 b ut it was to no avail as Belgian Wickmayer triumphed 7-6 (7/5) 4-6 6-2.

It was in stark contrast to McIlroy's fortunes since the break-up, the Northern Irishman winning the BMW PGA Championship at Wentworth on Sunday.

Wozniacki made the subject off limits in her press conference, saying in a statement to start: " The only thing I really have to say is to thank everybody for their support and sweet messages. That's really nice.

"What happens in my personal life, I just want to really keep that between my closest people around me. I just have to move on."

Wozniacki has received lots of messages of support from fellow players and Serena Williams tweeted a picture on Sunday of the pair together at dinner, tagging it "friends forever".

A knee injury that had stopped her playing in Rome certainly did not help Wozniacki, who is next scheduled to play at Eastbourne.

The 23-year-old addressed the break-up briefly during the press conference, saying: "You're not prepared for something like this, and it came a bit as a shock.

"I just tried to prepare the best that I could, and really tried to focus on my match and on what I had to do out there.

"It doesn't make it easier that I haven't been able to play really that many matches because I have been injured. I felt a little bit rusty out there and it wasn't really a pretty match. But I tried."

Second seed Li's 7-5 3-6 6-1 loss to Kristina Mladenovic coupled with Stan Wawrinka's defeat by Guillermo Garcia-Lopez on Monday meant it was the first time in history that the two Australian Open champions have lost in the first round in Paris.

It was also the first time that the men's and women's champions at one grand slam have both lost in the opening round of the next.

Second seed Li won the title in Paris three years ago but only made the second round last year.

France's Mladenovic has been having a poor year in singles, dropping outside the top 100, and it looked like Li had turned things around when she won the second set.

But the Chinese player was having one of her wild days and Mladenovic dominated the deciding set before bursting into tears at her moment of victory.

Li cut a dejected figure in her press conference and felt her mind rather than her tennis was to blame for the loss.

She said: "I think it doesn't matter who plays today against me, I would always lose the match today, because I don't think she was putting a lot of pressure on me.

"I think today I just gave it away. I think today is not about the tennis game. So many things are wrong.

"If I'm doing well, I believe I still can win the match if it's not my best day. But I don't think today I try a lot.

"Of course the easy thing I can say is it's a bad day for me, but it's not. I'm 100 percent sure.

"The problem is myself. I didn't follow the game plan and, even when I was standing up in the court, in my mind I didn't have any idea how to play the match."

Fourth seed Simona Halep had no such problems, the Romanian narrowly missing out on a double bagel on her way to a 6-0 6-2 victory over Russia's Alisa Kleybanova.

Former champion Ana Ivanovic, seeded 11th here, is another woman in form and she was an impressive 6-1 6-3 winner over rising French star Caroline Garcia.

Sixth seed Jelena Jankovic completed the win over Sharon Fichman after being held up by bad light on Monday night while there were also first-round victories for Sloane Stephens and 2009 winner Svetlana Kuznetsova.