Clijsters, who won the tournament for a third time after her victories in 2002 and 2003, was playing in her first event since winning the US Open in September following an operation to remove a mole from her right foot.
She pocketed almost $1.5 million in prize-money for winning the title in the Qatari capital after a match lasting two hours and 20 minutes at the Khalifa Tennis Complex.
"I felt like it was never going to end," said the Belgian in a courtside interview.
"It was a really tough battle with some great shots, great tennis and great fitness. I'm glad that I won, obviously it's disappointing for Caroline but I don't know how many more years I'm going to keep doing this so.
"She has a great future ahead of her." Wozniacki, who wrapped up the year-end number one spot earlier in the tournament, paid tribute to Clijsters' performance.
"It's been a fantastic week for me," said the Dane. "Kim just played amazing today and she deserved to win." The prestigious tournament moves to Istanbul for the next three years.
