The 23-year-old former world number one had raced through the first set in 28 minutes under the closed roof due to extreme heat only for her game to implode as the 21-year-old McHale attacked her forehand and forced her into errors.
Just as easily as Wozniacki had won the first set, McHale won the second set in 31 minutes to send it into a decider before the 10th seed took a short break between sets.
The break appeared to settle her down and her high standard of play returned in the final set as she broke McHale twice to clinch victory in 103 minutes and set up a third round clash with Spain's Garbine Muguruza.
(Reporting by Greg Stutchbury. Editing by Patrick Johnston)
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