Wozniacki, seeded number one for the inaugural event, had stuttered on her way to the final but then needed only 78 minutes to see off her Czech opponent 6-2 7-6 in Copenhagen.
Zakopalova shocked second seed Li Na in the last four but could not carry the momentum into the showdown with Wozniacki as she was broken twice in a quick first set.
The world number three lost her serve for the only time in the match at 2-2 in the second set with the seventh seven seed taking advantage of a costly double fault.
But Wozniacki hit back in the eighth game in the set, comfortably breaking to bring the set on course for a tie-break.
In the breaker, the 20-year-old surged into a 6-1 lead before squandering four match points to give Zakopalova hopes of a let-off.
However, Wozniacki eventually closed out the contest on her fifth match point to take her second WTA title of the year.