Ninth seed Wozniacki, until now the top-ranked woman never in a Slam final eight, ousted 70th-ranked US teen Melanie Oudin 6-2, 6-2 while Wickmayer, never before past a Slam second round, beat Ukraine´s Kateryna Bondarenko 7-5, 6-4.
The 19-year-olds will meet in a Friday semi-final with the winner to play for a US Open title Saturday against either defending champion Serena Williams, an 11-time Grand Slam champion, or Belgian Kim Clijsters, back after a two-year layoff to start a family.
Wozniacki shrugged off the cheers at Arthur Ashe Stadium for home-nation hero Oudin and snuffed out her comeback bid early in the second set.
"I was really nervous out there. I´m so happy I fought so well and was able to pull the match out," Wozniacki said. "It was important to keep positive. I knew if I showed emotion she was going to pick up on it."
Oudin, 17, was the giant killer of Flushing meadows, ousting former world number one Maria Sharapova, fourth seed Elena Dementieva and 13th seed Nadia Petrova after dumping former world number one Jelena Jankovic at Wimbledon.
But after a 6-1 run in Grand Slam matches where she lost the first set, "Oudini" at last found a trap she could not escape.
"I was a little bit fragile but Caroline made me like that," Oudin said. "She made me frustrated I had to hit a winner on her. Before I would get some free points because girls went for more. Caroline was extremely consistent."
Wickmayer, ranked 50th, joined compatriot and idol Clijsters as the first pair of unseeded women in the last four at the same US Open.
"Playing the semis in a Grand Slam is great," Wickmayer said. "It´s amazing.
"When you get to the third or fourth round, you start surprising yourself, but actually, I´ve been staying pretty calm. I´ve worked really hard for this. Every match I can win. I´m really excited. I´m really happy."
Wozniacki became the first Danish man or woman to reach a Grand Slam semi-final, surpassing the 1978 Australian Open women´s quarter-finals run by Dorte Ekner as her homeland´s best showing.
By winning her 10th match in a row, Wozniacki is assured of rising to a career-high seventh in the rankings. She had been the youngest player in the top 20 and the highest in the rankings never to reach a Slam quarter-final.
Oudin, who made 43 unforced errors to just 20 for Wozniacki, surrendered a break to drop the first set.
The relentless Dane rescued two break points in the third game of the second set when Oudin swatted errant forehands and saved two more to hold in the fifth game, the American sending a backhand wide and a forehand beyond the baseline.
"I knew they were very important moments," Wozniacki said. "Maybe before I would break down, throw my racket. I told myself I have to not show any emotions because if I do that it will help Melanie."
Inspired Wozniacki never dropped another game, breaking Oudin in the sixth game when her forehand nicked the net cord and landed wide and again at the end when the American sent a backhand long to fall in 88 minutes.
Wickmayer, whose mother died of cancer at age nine and whose father gave up his construction job so his daughter could follow her tennis dream, won the last five games against Bondarenko to advance after one hour 41 minutes.
"I missed a few opportunities," Wickmayer said. "I was pretty mad at myself but I kept on fighting, kept hanging in there and I was able to come back."
Wickmayer was broken serving for the first set at 5-4 but broke back in the next game, held for the set and broke Bondarenko to open the second set. The Ukraine 23-year-old broke her twice for a 4-1 edge but never won another game.
"Even if I had a break point she didn´t give me a chance to win it. She just played unbelievable. When she was break point down she kept hitting winners," Bondarenko said.
"I don´t think I was too nervous but for sure I was nervous a little bit."
Federer enters semifinal
Top seed and defending champion Roger Federer reached the US Open semi-finals on Wednesday by defeating Robin Soderling 6-0, 6-3, 6-7 (6/8), 7-6 (8/6), but the Swede made him scrap for it after a dismal start.
It will be a record 22nd consecutive appearance in a Grand Slam semi-final for the Swiss star who is also bidding to win a record-equalling sixth straight US Open title.
Federer will play Serbian fourth seed Novak Djokovic for a place in Sunday´s final and the chance to win a 16th Grand Slam title, two more than all-time second best Pete Sampras.
"It was so close towards the end and it´s a great relief to come through because he played better and better as the game went on," he said.
"It was too easy at the start, but he battled his way back into it and showed what a great player he is.
"It was cool when it started and being from Switzerland that was OK with me, but then it got cooler and him being from Sweden that was in his favour."
Soderling had two break points on Federer´s opening serve but after failing to convert either of those, he was simply blown away by the artistry and power of the Swiss star´s game.
The first set was wrapped up in just 26 minutes with Soderling left shaking his head at his own inability to do anything about stopping the onslaught.
Soderling, who lost to Federer in the French Open final after pulling off the upset of the year by ending Rafael Nadal´s reign at Roland Garros, finally opened his account by holding serve to draw level 1-1 in the second set.
The big Swede stayed with Federer until 2-2, but then dropped serve for a fourth time and Federer raced away to take the set 6-3 after a bout of racquet-smashing from his frustrated opponent.
The third set saw Soderling steady the sinking ship and he even had two break points to lead 4-2, but they both were rubbed out by big serves from Federer.
He did succeed in dragging Federer into a tie-break but fell quickly behind 4-0.
It looked all over, but with nothing to lose, and finally unleashing his big serves and forehands, Soderling clawed his way back into it from 2-5 down to force a fourth set by taking the tie-break 8-6.
It was just the second set Soderling had taken off Federer in 12 matches dating back to 2004.
There was just a hint of frustration from Federer over his inability to put Soderling away as the Swede stubbornly hung on to his serve in the fourth set to force a second tie-break.
Both men sent down some big serves and Soderling had a set point at 6-5 to force a fifth set, but hit a forehand long and wide.
Federer then took the final two points of the match to chalk up his 40th straight win at Flushing Meadows, including one walkover.
Turning to his semi-final against Djikovic, Federer said: "I´ve played him here the last couple of years, a final and a semi.
"It will be a tough match and I am looking forward to it."
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