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Serena Williams handles Caroline Wozniacki in exhibition match

NEW YORK -- Serena Williams beat good friend Caroline Wozniacki 7-5, 6-4 in an exhibition at Madison Square Garden on Tuesday.

Williams, a 21-time Grand Slam champion, hasn't played a match since losing the Australian Open final Jan. 30, pulling out of two tournaments because of illness. She is scheduled to return to competition at Indian Wells this week.

"I'm headed out to the desert, and we'll see what happens," Williams said in an on-court-interview.

There were plenty of mistakes for Williams early Tuesday, many punctuated by a shriek, but as she does so often, she somehow managed to get ahead at the end of the set. The game started to look more familiar: the court coverage, the well-rounded repertoire, the big serves to escape trouble. She even tried quite a few drop shots with mixed results.

"I never miss one in practice, ever," she insisted.

Proving she was moving just fine, Williams earned her first set point when she sprinted to the net to run down a drop shot, and then immediately raced back to chase down a lob.

With her dogged defense, Wozniacki forced Williams into some long rallies. But as was the case in 10 of their 11 career meetings, including the 2014 U.S. Open final a few miles away, Williams' offense was too much.

In the first match of the BNP Paribas Showdown, 16th-ranked Gael Monfils of France beat two-time major champion Stan Wawrinka 7-6 (6), 6-3. Two games midway through the second set were played as mixed doubles -- Williams and Wozniacki came onto the court in their warmups, and Williams teamed with Wawrinka and Wozniacki with Monfils.