Surrey Fire Service said it started at about 14:00 BST at a nearby nature reserve and spread across 25 acres.
More than 40 firefighters, six engines and two water tankers were used to deal with the blaze.
Alan Clark, from Surrey Fire and Rescue Service, said "the lack of rain and tinder box dry conditions provided the perfect recipe for wildfires".
He added: "Once they start they can spread quickly, making wildfires notoriously difficult to control."
The Wentworth golf estate regularly hosts major golf tournaments including the PGA championship and World Match Play Championships.

Mosaab, his wife Nada and their three children are getting used to life in Scotland.
They are among hundreds of Syrian people who fled the war and have started new lives with refugee status.
The BBC has agreed not to use their surnames because they fear speaking out may put their family members still in Syria at risk.
Mosaab was a tiler and self-employed lorry driver in Syria. Before the war, he says life was good, living together in peace. They would take trips to the coast and go to the countryside to pick olives straight from the tree.
"I lost friends in the war, our house was destroyed and I was fleeing from place to place looking for a shelter, " he says.
"Even when I moved to a new place seeking safety for my children, after a while they started bombing there too so I decided to leave for a new country so at least my children would not to hear the sounds of explosions.
"I and my wife were swapping shifts to take care of my children during the night in case they woke up scared from the sounds of explosions."
The family fled to Lebanon, paying bribes to the border guards. Mosaab hired a car to work as a taxi driver there until they were offered safe passage to Scotland. They are now building new lives for themselves in Clydebank.
I ask him what would have happened if he hadn't fled their home in Homs?
"We would be dead," he replies.
He describes the difference between Syria and Clydebank as "Hell and Paradise".
Mosaab's eldest daughter, Amal, is twelve.
She has learned her first hundred words of English. It won't be long before she can join the rest of her class at her local secondary school.
"I would like to say to the Scottish people 'thank you' -  and I hope we will be a good example for the Scottish people," she tells me.
"I am so glad to live in Scotland and meet Scottish people.  I am happy because they settled us with Scottish neighbours to learn their language.
"We just miss our families and relatives because we are far away from them but the nice way in which the Scottish people have treated us fills that space in our lives."
Scottish families in their block of flats have given the children scooters to play on.
A group of women called Knit for Unity has made them hats and scarves to keep them warm.
Volunteers at the Maryhill Integration Network have been helping them to settle in.
Syrian, Munir Enkideh, is one of them. He is well-placed to give them advice on starting a new life here because he did the same himself three years ago.
He offers them Halal meat, Syrian bread and friendship.
The family have only praise for the community in Clydebank. Amal says fish and chips are delicious!
Mosaab now feels they can look forward to a future: "We hope to have safety and success and that the Scottish people accept us in their country."
A wildfire which spread onto the Wentworth golf estate has been tackled by firefighters.
[NEXT_CONCEPT]
A Syrian refugee family who arrived in Scotland before Christmas have spoken exclusively to the BBC about the suffering they fled - and thanked their new community for the warm welcome they have received.