Wozniacki lost her opening match in Stuttgart last week
World number two Caroline Wozniacki made an early exit at the Italian Open as she lost in straight sets to Maria Jose Martinez Sanchez in round three.
The Dane has struggled with an ankle injury in recent weeks and could not rediscover her form in a 6-4 6-2 loss.
World number one Serena Williams battled past Germany's Andrea Petkovic 6-2 3-6 6-0 to make the quarter-finals.
Venus Williams beat Shahar Peer 6-3 6-4, and Ana Ivanovic upset sixth seed Elena Dementieva 6-1 7-6 (7-5).
It was another fine win for former world number one Ivanovic, who is showing signs of a return to form after beating ninth seed Victoria Azarenka in her previous match.
I was supposed to be there - I had a fabulous dress
Serena Williams on missing a gala in New York
Fellow Serb and seventh seed Jelena Jankovic was another to impress as she thrashed 11th seed Yanina Wickmayer of Belgium 6-2 6-0.
Serena Williams is making her comeback from a knee injury and the tournament is her first since she won the Australian Open in January.
The top seed looked rusty at times and had to overcome a second-set slump before despatching the 49th-ranked German.
Williams got off to a good start, winning the first set with a five-game streak, but she did not get going in the second and quickly fell 4-1 behind.
However, in the third set Williams came out aggressively and dominated her opponent, wrapping up the decider to love.
"It went crazy in the second set. I started really well but then I was down and out in the second", said Williams.
"I was glad to win because you're guaranteed another match and I need it because you could see today I was rusty."
And the American admitted she had found it difficult to return to tennis and stay away from social events such as the annual Metropolitan Museum of Art's Costume Institute Gala Benefit in New York on Monday.
"I was supposed to be there - I had a fabulous dress," she said. "It hurt me. I wanted to really be there but this is my career and I need the extra match."
Fourth seed Venus Williams, who had been sidelined with a knee problem of her own since Miami last month, remains on course to meet her sister in the last four but must take on Jankovic next.
Fourteenth seed Nadia Petrova saw off Alexandra Dulgheru 6-0 3-6 6-2, but eighth seed Agnieszka Radwanska was beaten 1-6 6-3 7-6 (7-2) by Lucie Safarova.
Britain's Anne Keothavong is out of the women's doubles in Rome after she and partner Petkovic went down 6-2 6-2 to Gisela Dulko and Flavia Pennetta.