Britain's Anne Keothavong was beaten 7-5 4-6 6-3 by Romania's Monica Niculescu in the Luxembourg Open semi-finals.
The Londoner, 28, was aiming to become the first British singles finalist in a WTA Tour event since Jo Durie in 1990.
Both players struggled to hold their serves in a marathon match that lasted three hours and two minutes.
The Briton, ranked 93, lost a tight first set, fought back in the second but could not hold serve in the decider as the world number 34 sealed victory.
"Gutted about the result but I was up against a brick wall," Keothavong tweeted afterwards. "Fought my heart out, it just wasn't to be."
It is the second year running that Keothavong has been beaten in the semi-finals in Luxembourg.
She had already played six matches going into Saturday's semi-final, having won three matches in qualifying and then another three in the main draw, but came up short in her bid to follow in Durie's footsteps.
There were seven breaks of serve in the first set, three in the second and three more in the third before Niculescu served out by taking her first match point.
Keothavong is in a fine run of form, though, having also qualified for the main draw in Austria last week, where she reached the second round before losing to former world number one Jelena Jankovic.
The Briton has now played 12 matches in two weeks and is looking forward to a rest.
"I'm so lucky to have such a supportive family," she tweeted. "They drove from London to Luxembourg on Friday night to see me play today...
"On a road trip back home with them now but I need more room in the back of the car to stretch my legs!"
Niculescu will face Victoria Azarenka of Belarus in the final after the top seed defeated Germany's Julia Goerges 6-3 6-3.