Serena Williams said there were "really no excuses" as she was knocked out of the Western and Southern Open in the third round by Greek Maria Sakkari.
Thirteenth seed Sakkari had trailed by a set and a break before beating the American 5-7 7-6 (7-5) 6-1.
Sakkari will play Britain's Johanna Konta in the quarter-finals.
"It was tough," said Williams, who will chase a seventh US Open singles title next week. "I literally should have won that match. There was no excuse.
"It was hard, but I had so many opportunities to win, and I have to figure that one out, like how to start winning those matches again.
"There is really no excuses, to be honest."
Third seed Williams, 38, had started the match at pace, racing into a 5-2 lead after an early break of serve.
But Sakkari, facing the 23-time Grand Slam champion for the first time, was then able to settle, levelling the first set at 5-5 before Williams took the next two games.
It was Sakkari who earned the early break in the second set, going 3-1 up but Williams won the next four games to find herself serving for the match, moving just two points from victory before her opponent was able to break back and go on to send the match into a decider.
From then on, the world number 21 controlled proceedings as frustration got the better of Williams, surging 5-0 ahead before wrapping up the win.
"I'm kind of proud of myself that I came through that match just because of my mentality and my fighting spirit," Sakkari, 25, said.
Williams added: "I literally put myself in this situation.
"You know, it's like dating a guy that you know sucks. That's literally what I keep doing out here. It's like I have got to get rid of this guy. It just makes no sense. It's frustrating."
The Western and Southern Open, which Williams has won twice, is usually held in Cincinnati but was moved to Flushing Meadows in New York to create a two-tournament safety bubble that also incorporates the US Open, which starts on Monday.
Williams, who earlier this month lost in the Top Seed Open quarter-finals in Lexington to world number 116 Shelby Rogers, will be seeking a record-equalling 24th Grand Slam singles title at the US Open.
- Where Is George Gibney?: The Olympic coach who vanished before trial
- Slide into My Podcast: Crazy stories from celebrities DMs