Wozniacki, ranked No. 3 behind the Williams sisters, lost the first set 6-3 to fifth-seeded Zheng Jie before retiring.
The U.S. Open finalist sprained her right ankle en route to the semifinals at Charleston in mid-April. In four tournaments since Charleston, the Dane has won only three singles matches.
"I have to talk to the doctor and see what we can do with this injury," Wozniacki said. "My ankle was taped really well today and I still felt some pain, so I don't know. I hope I can play (in the French Open)."
The Open starts on Sunday.
In the semifinals, Zheng will face unseeded Greta Arn of Hungary, who beat sixth-seeded Alona Bondarenko of Ukraine 5-7, 6-4, 6-4.
In the other semifinal, third-seeded Li Na of China will meet defending champion Alexandra Dulgheru of Romania.
Li beat Sara Errani of Italy 6-2, 6-1, while unseeded Dulgheru rallied from 5-2 down in the second set to top Bulgarian qualifier Tsvetana Pironkova 6-4, 7-5.