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.
A wildfire which spread onto the Wentworth golf estate has been tackled by firefighters.