New world number one Caroline Wozniacki revealed the Danish royal family congratulated her after claiming a maiden grand slam at the Australian Open.

It was a case of always the bridesmaid and never the bride for Wozniacki prior to Saturday's final in Melbourne, having twice finished runner-up at the US Open.

But Wozniacki finally broke through for her first major, outlasting Simona Halep 7-6 (7-2) 3-6 6-4 in a gripping decider at Melbourne Park.

Wozniacki leapfrogged Halep atop the WTA rankings as she became the first Danish slam winner in the process.

"I've heard from the royal family," Wozniacki told reporters on Sunday.

"They congratulated me and they were thrilled for me, so that was very exciting."

Wozniacki was also congratulated by close friend and 23-time major winner Serena Williams, who did not defend her title following the birth of her daughter in September.

"She sent me a great message last night," the 27-year-old said. "She just sent me a text. We're very close and her support means a lot and we're definitely going to celebrate once I see her next."

Wozniacki, who saved match points en route to the final and rallied from 4-3 down in the deciding set against Halep having squandered a 2-0 lead, added: "It's still pretty surreal, it's been a crazy last 10 hours or so and there's a lot happening and a lot of congratulations.

"I think I'm just overwhelmed. I had an hour and a half's sleep last night so it's not much. I'm just overwhelmed, excited, happy, a mix of a lot of emotions.

"I haven't let her [the trophy] go and I'm going to hold her for a little while longer, just soaking it all in. This doesn't come every day so when I have this opportunity and have these amazing days... I'm just really thrilled to be here."