Williams, No. 8 in the WTA rankings, had her hands full with the 17-year-old Wozniacki, who took a 4-2 lead in the second set at Ariake Colosseum.

"Being down 4-2 is not the set," said Williams. "If you win one game, it's pretty much even so I was just concentrating on not making any errors."

With a two-game lead, Wozniacki was hoping to make a comeback.

"I was thinking I was closer to winning the set," said Wozniacki. "But Venus played really well, she was making great shots and really raised her game so there wasn't much I could do."

Williams fought back to tie the match 4-4. Wozniacki served to take a 5-4 lead but Williams won the final three games to close out the match in 1 hour, 37 minutes.

She appeared to get a break in the 10th game of the final set. With the score tied 30-all, her return looked long but was ruled in giving Williams a 40-30 lead.

The Wimbledon champion then broke Wozniacki to go up 6-5 and served to win the final game.

"That was a very important point," said Wozniacki. "I saw the ball out. It could have been good, I'm not 100 percent sure so I tried not to think about it too much but that made a big difference."

Williams is playing in the tournament for the first time and is bidding for her fourth title of the season. She won the Korea Open on Sunday.