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Peng Shuai of China drops to the court in pain during the semi-final match against Caroline Wozniacki of Denmark at the 2014 U.S. Open tennis tournament in New York, September 5, 2014.ADAM HUNGER/Reuters

Caroline Wozniacki won her U.S. Open semi-final when Peng Shuai retired because of apparent heat illness.

Wozniacki was up a set and a break Friday on an extremely humid afternoon when Peng stumbled to the wall behind the baseline with what seemed to be severe cramping in her legs.

Helped off the court, she returned after a 10-minute delay to try to keep playing. But six points later, Peng collapsed to her knees.

Wozniacki walked to the other side of the court to pat her on the back before the decision was made that the Chinese veteran couldn't continue.

Both players were in tears as Peng was taken off in a wheelchair, a towel draped over her head.

"It's definitely very difficult," Wozniacki said in an on-court interview. "You're out there and you want to battle and want to finish it off properly. I feel sorry for Peng. ... I hope she'll be okay."

This is Wozniacki's first major final since the 2009 U.S. Open, when she lost to Kim Clijsters. She'll face Serena Williams or Ekaterina Makarova in Sunday's title match.

"I have goose bumps right now," she said.

The 10th-seeded Wozniacki won the first set in a tiebreaker and was up 4-3 in the second when Peng, who had appeared to be in discomfort for some time, began struggling to stand.

Clearly unnerved, Wozniacki then double-faulted to give Peng a break point. But Peng dropped her racket and stumbled to the back wall, where she tried to stretch her legs.

Players cannot receive treatment during a game or a medical timeout for merely cramping, but they can for heat illness.

During Peng's medical timeout, Wozniacki practiced serves for a few minutes before sitting down in her changeover chair. Peng still had difficulty moving when she got back to the court and returned a serve long to erase the break point. But she summoned enough energy to smash back the next serve for a winner and another break point.

That was saved when she meekly hit a forehand wide, except Wozniacki double-faulted again for a third break point. After Peng hit a forehand long, she bent over with her hand to her mouth. And when she tried to return Wozniacki's next serve, she crumpled to the court.

The 39th-ranked Peng hadn't been past the round of 16 at a major tournament before her run at this U.S. Open, when she upset fourth-seeded Agnieszka Radwanska in the second round.

The temperature was in the mid-80s (around 30 Celsius), but the humidity was above 70 per cent.

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