Caroline Wozniacki had a special guest in attendance at the U.S. Open Tuesday.

Former Yankees captain Derek Jeter was in the stands for the No. 4-seed Wozniacki's first-round match against Jamie Loeb at Arthur Ashe Stadium at Billie Jean King National Tennis Center.

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The retired shortstop was shown on the stadium's JumboTron before the end of the first set and received a loud cheer from the fans in attendance as Jay Z's "Empire State of Mind" played in the background.

After Wozniacki won the first set, 6-2, stadium security whisked Jeter away to a private suite as fans followed and snapped photos. Jeter declined to speak with reporters before entering the suite.

Wozniacki went on to win the match, 6-2, 6-0.

Jeter retired from the Yankees last season. Shortly after retiring, he founded The Players' Tribune, a website on which athletes can share first-person thoughts and stories. Wozniacki made her debut post for the site as a senior editor Monday.