The Blainville, Que., native lost 6-3, 4-6, 6-2 to No. 15 seed Lucie Safarova of the Czech Republic in the second round on Wednesday.
The 48th-ranked Wozniak had three aces and broke on four of eight chances, but she lost serve seven times.
Milos Raonic of Thornhill, Ont., is the lone Canadian remaining in the singles draw.
Toronto's Daniel Nestor and Belarus partner Max Mirnyi were upset on Tuesday in the opening round of men's doubles.
Wozniak got off to a rough start as she lost serve in the opening game against Safarova. She went down 4-1, but got a break back for 3-5 before losing serve again to end the set in 45 minutes.
Wozniak fought back in the second to tie the match but Safarova regained control in the third.
"The second set was more steady for me, I was focusing on serve so much, I knew that was the key," said Wozniak. "But my serve didn't go that smooth at all."
Wozniak said the weather was a challenge.
"The third set was disappointing, especially with three double faults which let her get to 4-2," she said. "The sun was high, there was the wind as well — all the elements, not to mention the humidity.
"For sure it was tough to lose this three-set battle."
The defeat ends a Grand Slam season that saw Wozniak lose in the second round at every major except the French Open, where she reached the third round.
"I really wanted to beat that French record. I wish I could have done better here," she said. "But my Paris record still stands."