The two favorites to win the 2024 PGA Championship this weekend at Valhalla Golf Club at Louisville, Kentucky, Scott Scheffler and Rory McIlroy, must compartmentalize landmark events in their personal lives to focus on capturing the second major championship of the golf season.

Mr. Scheffler, who is the world’s no. 1 ranked player, is a new father. His wife Meredith recently welcomed the birth of their first child, a son, Bennett. Mr. Scheffler, who won his second Masters in April, hasn’t played a tournament in three weeks and admitted it was tough to leave his wife and his newborn in Texas, but acknowledged the importance of playing and winning.

“It’s a pretty exciting time for Meredith and me,” Mr. Scheffler told the press before Thursday’s first round of the 72-hole tournament. “But I’m excited to be here and excited to compete. It’s a major championship, and that’s what I practice and prepare for is to play my best at these events and hopefully, the trend will continue.”

Mr. McIlroy, 35, won the 2014 PGA Championship the last time the event was played at Valhalla, a Jack Nicklaus-designed course that opened in 1986. It also happens to be the last of his four victories in majors. Mr. McIlroy comes to Valhalla off back-to-back wins on the PGA Tour, including the Wells Fargo, last weekend at Charlotte. He is playing his best golf despite the disclosure this week he filed for divorce from his wife Erica Stoll after seven years of marriage. They have a 3-year-old daughter.

Mr. McIlroy, who reportedly filed divorce papers on Monday in Florida, did not take questions about his personal life during his media session with reporters at Valhalla on Wednesday, saying only, “I’m ready to play.”  Otherwise, he focused solely on the tournament and his form.

“I think it’s all about confidence,” Mr. McIlroy said. “And I have a lot of confidence and quite a bit of momentum coming into this week. It’s just about trying to keep that going.”

Mr. McIlroy, who is the world’s no. 2 ranked player, and Mr. Scheffler should be contenders because of their length and ball-striking ability. Valhalla is a beast of a golf course that will play longer than its 7,609 yards because of rain during the week. This is the fourth PGA Championship — 1996, 2000, and 2014 — at the property, which also was the site of the 2008 Ryder Cup, where the Americans, captained by Paul Azinger, prevailed over the Europeans.

It’s the course where Tiger Woods and Bob May staged their epic duel for the 2000 PGA Championship, with Mr. Woods prevailing in the first aggregate playoff in the tournament’s history. When Mr. McIlroy won the 2014 PGA by one shot over Phil Mickelson, it was his second straight major victory and fourth overall at age 25. More major wins were seen as sure to come — but they haven’t so far.

Despite marital issues, Mr. McIlroy appears to be playing his best golf, having won the Zurich Classic and then the Wells Fargo Championship last week by five shots. He said he’s hitting the ball as well as he has in a long time. “The good drives are still very good and the bad drives aren’t as wild,” Mr. McIlroy said, adding, “and when I see the three-quarters shots and the wedge shots going in the right line, that gives me a lot of confidence.”

The majors are the only occasion the best golfers in the world are assembled. LIV golfer Brooks Koepka is the defending PGA champion and coming off a 54-hole win at Singapore. A three-time PGA champion, Mr. Koepka also owns two U.S. Open wins. A total of 16 LIV golfers are in the PGA field, including the 2023 Masters champion and 2021 U.S. Open winner, Jon Rahm.

Mr. Scheffler, 28, beat them all at this year’s Masters, claiming his second green jacket in the last three years. He has been a machine all season, winning four of his last five starts. His impeccable ball-striking and timely putting have made him virtually unbeatable.

“If he putts awful, he finishes in the top 10,” Mr. Woods said of Mr. Scheffler. “If he putts decent, he wins. If he putts great, he runs away. He’s just that good of a ball striker.”