Rory McIlroy held back tears yesterday (video below) when he told a packed conference he has been going through a "very, very difficult" time since his sudden break-up with fiancée, Caroline Wozniacki.

The wedding had been set for November 8th in New York and Bill Clinton and Serena Williams were among the invitees.

Caroline tweeted yesterday "It's a hard time for me right now," and "Thanks for all the sweet messages. Happy I support Liverpool right now because I know I'll never walk alone."

On Tuesday , the 25-year-old McIlroy a double major winner shocked his friends and legions of fans by announcing his upcoming wedding to the Danish tennis star was off.

The Northern Irish golf ace revealed he had decided to end their two-year relationship in the past few days, shortly after the couple had sent out their wedding invitations to friends and family and admitted: "The problem is mine."

In a statement, he said: "The wedding invitations issued at the weekend made me realize that I wasn't ready for all that marriage entails."

He also wished his ex-fiancée, the former women's tennis world number one, "all the happiness she deserves."

He added: "There is no right way to end a relationship that has been so important to two people."

McIlroy was back in the spotlight hours later yesterday when he held an at-times emotional press conference at Wentworth in the UK, where is taking part in the BMW PGA Championship.

The Irish Independent reports that his "sombre demeanor, heavy eyes and solemn words left absolutely no doubt about his heartache."

He was at his most emotional when a reporter reminded him of his joy in Sydney, Australia, last New Year's Eve when he proposed to the blond tennis star.

Briefly hesitating and holding back the tears, McIlroy replied: "Look, I'm no different than anyone else."

He then rubbed his eye with his hand and lowered his cap, before adding: "Everyone has been through break-ups and it obviously has been very, very difficult."

He also admitted it would be a huge challenge to concentrate on the tournament, admitting: "I'm not going to lie. It's going to be very difficult. But you know, at least when I get inside the ropes, I'll just try and concentrate on the shot at hand. But yeah, it's obviously going to be difficult."

He also briefly reiterated comments made in his earlier statement when he told reporters the break-up had been a joint decision.

He said: "Yeah, obviously quite a difficult time for Caroline and myself, and I think the statement really said it all this morning. It was mutual and amicable and we both thought it was the best for us, the best for both of us. Time to move on and I think I've said all that I need to say."

The rest of the press conference was dominated by golfing questions – and McIlroy stressed that he saw no reason to pull out of the tournament because of the break-up.

He said: "No, I didn't think there was any reason to do that [pull out]. There's no good time to sort of end a relationship, I guess."

The couple, who had been dubbed 'Wozzilroy' by the media, had been expected to host the celebrity wedding of the year in the coming months.

Shortly after he proposed on New Year's Eve, Wozniacki was spotted wearing a dazzling $200,000 engagement ring.