When Rory McIlroy fronted up in Miami last year about his walk off in the Honda Classic, he said: "Everyone makes mistakes and I'm learning from them. Some people, I guess, have the pleasure of making mistakes in private. Most of my mistakes are in the public eye."

Today at Wentworth, just a few hours after issuing a statement on his decision to break off his engagement with Caroline Wozniacki and cancel their planned November 8 wedding, he went ahead with his planned press conference and was, understandably, close to tears at times.

Living out your life in the public eye is not something most of us would relish. ["I don't know about yourself, Brian," I hear Rory say.] But we all know that while we'd love to be one of the best golfers on the planet and receive vast sums in exchange, having you private life analysed in public cannot be much fun.

Whatever about the details, McIlroy certainly didn't take the easy way out this time.

"There is no right way to end a relationship that has been so important to two people,” McIlroy explained in a statement. “The problem is mine. The wedding invitations issued at the weekend made me realise that I wasn’t ready for all that marriage entails. I wish Caroline all the happiness she deserves and thank her for the great times we’ve had.”

McIlroy's life, on and off the course, has been one of dramatic highs and lows and while today's press conference at the BMW PGA Championship was clearly a painful experience, he deserves great credit for answering questions.

“Yeah, obviously quite a difficult time for Caroline and myself,” he said. "I think the statement really said it all this morning. It was mutual and amicable and we both thought it was the best for us... interest for both of us. Time to move on and I think I’ve said all that I need to say. I just want to get my head into golf this week and concentrate on the tournament and try and do well. I have been playing well, my form has been good and I just want to dive straight into it and keep myself somewhat busy and just try to have a good week on the course."

Asked how tough it would be to concentrate on golf, he said: “I’m not going to lie. It’s going to be very difficult. But at least when I get inside the ropes, I can just try and concentrate on the shot at hand. But yeah, it's obviously going to be difficult.”

It would have been easy to withdraw from the tournament but McIlroy, who has struggled to perform at the venue since the course underwent a profound redesign, cited loyalty to the tour while at the same time admitting that concentrating on golf is going to be extremely difficult.

“No, I didn’t think there was any reason to do that,” McIlroy said. “There’s no good time to sort of end a relationship, I guess. I made a commitment to be here. It's the European Tour's flagship event. The European Tour have been very good to me over the last number of years, and I thought it was my duty to come back and play in this event. And once I gave my word that I would, I wasn’t going to go back on it.”

At the age of 25, he clearly felt he wasn't ready for marriage — a brave decision that many before him have refused to take and paid for dearly.

“Look, I’m no different than anyone else,” he said, his emotions clearly written on his face. “Everyone has been through breakups and it’s obviously very, very difficult. But I am here to try and concentrate on this week and answer questions about golf. And that's what Im going to do."

European Tour press officer Michael Gibbons tried to direct questions towards golf and the Telegraph's Jamie Corrigan broke the ice with a corker.

“At least you’re at a golf course that you love,” he said.

Even McIlroy had to laugh, given his record on the Burma Road - three missed from six starts including the last two since the course was changed dramatically by Ernie Els.

“Yeah, look, I’ve enjoyed my times here,” he said. "I think it's a beautiful golf course. I've got great memories of the place form coming back and watching the World Matchplay in the early 2000s as a kid. I've struggled on the course personally since they made the changes. But I am trying to go in this week with the mindset of not getting frustrated and just trying to play to my spots and not be frustrated that I might only get to hit driver two or three times a round and feel like my advantage of my length is taken away from me.

"I am just going to try to just accept that you have just got to plot your way around this golf course and not be overly aggressive. And that's really what I have to try and do, just sort of rein it in a little bit. But it's a great event. it's always well supported by the Europeans who come back, who play on the PGA Tour. BMW are great supporters of golf around the world and the tournament deserves the best field and the best players and hopefully I can put in a performance that's a little better than it has been the lat few years."

Doing that won't be easy considering what's been going on in his private life but knowing McIlroy, something extraordinary is not beyond the bounds of possibility. 

Needless to say, Paddypower.com jumped on the news with its usual relish and immediately posted odds on who was most likely to become the new woman in his life. But McIlroy's first love has always been golf, perhaps this could be the start of a beautiful relationship.