Keys, on the other hand, thrashed Monica Puig of Puerto Rico 6-4, 6-0 in a one-sided last-four match that was delayed by rain for more than an hour.
"I'm just so thrilled to be healthy, that's the main thing", the fifth-seeded Wozniacki said after making her first final of the year.
Victoria Azarenka suffered a disappointing end to her quest to win her first singles title in over three years in Monterrey.
"It means so much", Keys said. "I hope we keep this up".
The match turned after Wozniacki rallied from 0-30 down and survived three deuces to move in front 6-5 in the opening set.
A netcord earned her a break to go 4-2 up, and from there she was not going to surrender the initiative and duly closed out the set to complete the win.
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A costly double-fault at 4-3 was followed by Wozniacki allowing a Keys backhand to pass, only for the ball to land on the baseline, and there was no coming back from there for the former world number one.
Carried by this momentum, Keys dropped only six points on serve in set number two and that gave her the opportunity to wait for a chance on the return patiently, wasting two break points in game two.
Keys smiled and bent her knees in celebration after putting away Wozniacki's return at the net on match point in the season's first clay-court event. "I think I did well today".
Her first win of the season continued a curious trend on the WTA of 15 different winners for the tour's first 15 tournaments this season. Not even she envisioned this run, in which she defeated 2017 U.S. Open champion Sloane Stephens in the quarterfinals, 2016 Olympic champion Monica Puig in the semifinals and Wozniacki, the 2018 Australian Open victor, for the title.
"It's definitely been a really great week for me, especially after having some really tough losses the last couple of weeks", Keys continued.