Wozniacki, who has beaten Williams before in WTA-level competition - at Miami in 2012 - conjured up that magic again, her rock solid baseline game helping her to a 6-3, 6-4 win at the exhibition.
"It was such a great thing to play in front of my home crowd here in Herning, and at the same time to play against a great champion and a good friend," Wozniacki said afterwards. "I hope very much to be able to play in Denmark again in the future. It's been a great pleasure to come and play here."
"It's been so nice to see Caroline's home country again," Williams, who played Ana Ivanovic at the exhibition event last year, said. "I've enjoyed my stay and the nice, friendly Danish people I got to meet.
"And playing in front of the Danish tennis fans again was nice, even though I didn't win!"
Wozniacki didn't just win the exhibition, she also pocketed a Shamballa bracelet worth 100,000 Danish krones (just over $14,000). The bracelet was on display during the pair's media day on Wednesday.
And here are a bunch of pics from Thursday night's big match, all courtesy of Claus Frederiksen: