Martinez Sanchez posted a 7-5, 6-4 victory for her second WTA championship.
"I'm very happy about my win today and how I played," Martinez Sanchez said. "It was really windy, but I think that helped me because I like to serve and volley, and Caroline played more from the baseline.
"I'm really proud I was able to beat the No. 9 player in the world. It was a great week for me."
Wozniacki was trying for her sixth title on the tour.
Copyright 2009 by United Press International.