The 28-year-old managed only 12 holes and was seven over par when she decided she could not go on.
She has been suffering with a right hand injury all year.
"I just couldn't handle the pain any longer," she said on her Instagram account.
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"I have been doing everything humanly possible (besides giving it proper rest) this past couple of weeks to get my hand healthy enough to play this event, but unfortunately, it wasn't enough. I gave it my all today."
Wie, who turned professional before her 16th birthday and is a five-time winner on the LPGA Tour, won the Women's U.S. Open in 2014 and was tied for third at the British Open last year.
(Reporting by Martyn Herman; Editing by Toby Davis)
