Former world No. 1 Serena was defeated by French Open champion Jelena Ostapenko on Saturday.
Ostapenko outplayed Serena 6-2, 3-6 and then 10-5 in a super tiebreaker.
This was Serena's comeback four-and-a-half months after giving birth to a baby girl.
She won her 23rd and last Grand Slam title at the 2017 Australian Open in Januar while she was pregnant.
The American is now hoping to defend her title when the tournament gets underway from January 15.(ANI)