The duo, who are playing together for the first time in their storied careers, defeated Johanna Larsson (Sweden) and Caroline Dolehide (USA) 6-2 6-1 in just 52 minutes on Wednesday night to move into the semifinals.
It was rock n' roll tennis, as the two superstars provided wonderful entertainment for the crowd, while also enjoying the unique experience themselves.
"We are having a blast," said Williams. "I'm having a blast. [She is] the most fun partner. It's great."
"It's also a novelty for Wozniacki, who hasn't played doubles for almost a decade, and gets to take the court alongside her close friend.
"We are just having a great time," said Wozniacki. "And even if I miss a couple, and I am mad at myself, Serena is always so positive, [saying] 'You are doing great, doing amazing.'
"You have to make sure your partner feels good," laughed Williams.
The only ones not laughing were Larsson and Dolehide, who were simply blown off the court.
They were broken five times, and only won nine points on the Williams/Wozniacki serve in the whole match.
Larsson and Dolehide are no mugs, and were top seeds coming into this event, but found it hard to counter some virtuoso tennis from Williams in particular.
The American legend was menacing at the net, and an off-balance, off forehand down the line that nicked the paint was one of the shots of the week so far.
Then the 38-year-old probably topped that effort a few games later with a squash style cross court shot flicked from behind the baseline.
Her renowned competitive spirit was also in evidence, as she took invariably took control whenever the duo found themselves in trouble.
And the duo, who have more than 100 WTA singles titles between them, will be hard to stop from here.
"We are just going to play, have fun and see what happens," said Wozniacki, when asked about how they would balance their doubles and singles commitments.
"The good thing with doubles is that it's two matches and we are in the semifinals."
