Williams had never lost a set in five previous meetings with Wozniacki, but that went out the window straight away, as the No.1-seeded Dane cruised through the opening frame in 31 minutes, 6-2.
She even broke in the opening game of the second set - but the No.3-seeded Williams just kept fighting, breaking back and eventually taking the second set, and finally the match too, 2-6, 6-3, 6-3.
It was Williams' 46th WTA title, second among active players only to Serena Williams' 64.
"The first set went fast," Williams said after the match. "After that I was like, 'All right, time to take it to three.' But of course with her playing that well, I had to find a way just to get it to three.
"In the first set she was serving so well. She had an amazing first serve percentage, all those amazing passing shots, even her mis-hits were too good. But I just tried to stay level-headed in the second set and focus on holding, and cut down on my unforced errors too, and it worked for me today."
"Venus played really well. She's had a great week," Wozniacki said. "I served really well at the start, and I was putting a lot of pressure on her, but she played better and better as the match went on."
Williams, a runner-up to Ana Ivanovic last year, was asked whether she'll replace the 2014 runner-up trophy in her cabinet with this one. "That might not be a bad idea!" she replied. "It's a beautiful trophy. It's a wonderful way to start the year. Last year I started the year with the finals and went to play a few more finals in the year and had a great year, so I'd like to take it that much further this year as well."
The final may have been somewhat routine, but Errani and Vinci's path to the final was anything but - they had to rally from a set down in two of their three other matches, including fighting off a match point in the second set of their quarterfinal match against Nicole Melichar and Laura Siegemund.
But in the end the co-World No.1s came away with their 22nd WTA doubles title together.