McIlroy announced on Wednesday that he had called off his planned November wedding to former world number one tennis player Wozniacki, even though invitations had just been sent out.
The 25-year-old admitted he would find it very difficult to concentrate on his golf in the BMW PGA Championship this week, but did a commendable job with a first round of 68 at Wentworth.
"At times it was very difficult but I just tried to bury my head in my golf and I did a pretty good job of it," McIlroy said. "It's going to be a very tough week and I am just trying to put my head fully into my golf.
"I think it's only natural, I don't think you would be human if it wasn't tough, especially when it's a little slow out there and you are waiting between shots.
"I haven't turned on my phone for a few days and I've given my laptop away, I'm sort of living like I'm in the 70s. It's s***** and tough but it's the way it is and people who have come up to me have been very supportive."
Asked why he chose to issue a statement and answer questions in a press conference on Wednesday, McIlroy added: "It was played out in the media so much it was the best way to do it."
McIlroy's task was made harder by two weather delays caused by the threat of lightning, the second of which came after he had played just one hole.
But the two-time major winner went on to card three birdies and two eagles in his 68, holing a wedge from 130 yards on the seventh and missing out on an albatross on the 12th by a matter of inches following a five-iron approach from 203 yards.
"It's always nice to make two eagles in one round, I can't remember the last time I did that," McIlroy added. "I've never had an albatross, that's one thing my dad still has over me.
"Four under has got me in the top 10 (joint eighth) which is a pretty rare position for me in this tournament. A 68 is probably my best round on this course for a while (he also shot 68 in the third round in 2011).
"I would just be delighted to make it to the weekend because I haven't done that the last two years."