Serena Williams has beaten good friend Caroline Wozniacki 7-5 6-4 in an exhibition at Madison Square Garden.

The 21-time grand slam champion hasn’t played a match since losing the Australian Open final on January 30 to German Angelique Kerber, pulling out of two tournaments because of illness. She’s scheduled to return to competition this week at Indian Wells in California.

“I’m headed out to the desert, and we’ll see what happens,” Williams said on Tuesday in an on-court-interview.

There were plenty of mistakes – many punctuated by a shriek – for Williams earlier on Tuesday, but as she does so often, she somehow was still 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 defence, Wozniacki forced Williams into some long rallies. But as was the case in 10 of their 11 career meetings – including the 2014 US Open final a few kilometres away – Williams’ attacking game was too much.

In the first match of the New York exhibition, world No.16 Gael Monfils of France beat two-time major champion Stan Wawrinka 7-6 (8-6) 6-3.

Two games midway through the second set were played as mixed doubles – Williams and Wozniacki came onto the court in their warmups, Serena teaming with Wawrinka and the Dane with Monfils.