Caroline Wozniacki and Serena Williams has a relationship that can make Maria Sharapova and Grigor Dimitrov jealous. This Thanksgiving, the world number 1 and the Danish player made a new best friend Thanksgiving tradition in Miami, strengthening the bonds of their friendship as well as stuffing themselves right before they start training for the Australian Open 2015.

Ever since her super public breakup with the Irish golfer Rory McIlroy, Caroline Wozniacki has found refuge in the world number 1 who also happened to be her best friend. Serena and Caroline has faced off in many Grand Slam tournaments, but all that competition has made them even better friends.

When Rory McIlroy broke off the engagement with Caroline Wozniacki, Serena Williams, who was supposed to throw her a bachelorette party, rushed to her side. When they both crashed out of the 2014 French Open, they spent the remainder of the tournament chilling on the beaches of Miami and attending NBA games. They didn’t forget to document their trip on Instagram as well!

Not only was Serena Williams to take Caroline’s mind off of Rory McIlroy breakup, she continues to be a big part of Caroline’s life! And vice versa. After Serena won 2014 US Open, the two girls, as promised, went out for drinks at the bar (and Instagramed it!). When Caroline Wozniacki crossed the finish line at the New York City marathon this fall, Serena greeted her there. Most recently, according to Fansided, they spent time in the Bahamas, clocking in some serious girl time.

They made a new best friend Thanksgiving tradition this year in Miami, their favorite holiday spot. The world number 8 didn’t forget to Instagram the event.

Check out Caroline Wozniacki giving thanks at Serena Williams’ humble (?) abode in Miami.

 Happy thanksgiving to all my American friends! We have embraced the American tradition today, and as a true American eaten way too much food! So grateful to have the most amazing family and friends!

Et billede slået op af Caroline Wozniacki (@carowozniacki) den Nov 11, 2014 at 4:21 PST

The Danish player captioned the picture, “Happy thanksgiving to all my American friends! We have embraced the American tradition today, and as a true American eaten way too much food! So grateful to have the most amazing family and friends!”