The victory capped a good week for the 20-year-old Danish star, who won in Montreal on Monday.
In the men's draw, Ukrainian Sergiy Stakhovsky won his second tournament of the year, beating Denis Istomin of Uzbekistan 3-6, 6-3, 6-4. Stakhovsky is unbeaten in four career ATP finals, including a win in Hertogenbosch this year.
Wozniacki heads to New York with four wins this season, the most of any woman on tour.
"I feel great," Wozniacki said. "I have a Tuesday start. So, you know, I'm on a roll."
She took the early lead, getting the only break of the first set in the sixth game. She broke Petrova again to open the second set and seemed to be in control.
But holding serve was a problem for both players in the second set, and the Russian found her return game. She broke Wozniacki three times, and was able to hold up 5-3 to win the set.
Wozniacki said part of the problem was the sun.
"It was really difficult to see the ball when you were throwing it up from one side," she said. "That made it a little bit more difficult."
Wozniacki went up 2-0 in the third, after Petrova appeared to pull something in her back and called for a trainer. She double faulted to go down 3-1, but fought back to 4-3. Wozniacki broke her again and served out the match.
"I was thinking, 'OK, I have a great serve, I'm standing on the right side, I almost have new balls. So this one should be mine now,'" Wozniacki said.
Petrova, who received a last-minute wild-card entry into the tournament, was playing her first final since 2008. She served 12 aces Saturday and said she likes where her game is heading into New York.
"If my back would have been OK in the beginning of the third set, maybe the set would have been closer and I'd have maybe a chance to really challenge her, maybe win the title," Petrova said. "Unfortunately, it didn't happen."
Stakhovsky found himself down early in the men's final, when Istomin broke him in the second game of the first set.
But that would be one of just three breaks in the match, and Stakhovsky got the other two, the final one coming in the fifth game of the final set.
"He's serving very well," Stakhovsky said. "It's not his first serve. His second serve, he's placing it very well. He's moving the ball around. It's not easy to guess. I've done a lot of mistakes from his second serve because he was placing the ball differently."
But Istomin was just as baffled with Stakhovsky's serve and had just three break points the entire match.
"He's serving good, serve and volley," he said. "(It was) tough because I was like returning and he finishes the point. I mean, he's playing well today."
Stakhovsky became the first Ukrainian to win two tournaments in the same season since Andrei Medvedev in 1994.
"I'm really glad to win this title," he said. "It pushed me to another level again."
Wozniacki is 13-0 in New Haven and has now won the tournament more than any player except Venus Williams, who took four consecutive titles between 1999 and 2002. A crowd favorite, she said she hopes to defend the title next year.
"I love this tournament," Wozniacki said. "It's been great preparation for me the last couple of years, so I would love to come back."
Tournament organizers hope she can. They have until the end of September to let the United States Tennis Association know if they have the funding to replace Pilot Pen, which is ending its run as the tournament's title sponsor.