Britain's Jordanne Whiley let a lead of a set and 5-2 slip to lose in the semi-finals of the Wheelchair Tennis Masters in London.
The 22-year-old twice served for the match before losing 6-7 (4-7) 7-5 6-2 to world number three Aniek van Koot of the Netherlands.
"That's the most gutted I've ever been after a match," Whiley told BBC Sport.
She will face her Grand Slam-winning doubles partner Yui Kamiji for third place on Sunday.
Compatriot Gordon Reid lost out in the men's semi-finals after being beaten 6-1 6-2 by world number one Shingo Kunieda of Japan.
"I felt the pressure to perform and I did and had three match points and honestly I don't really know what happened," admitted Whiley.
"At that point, Aniek hit two winners and had hope and when I lost the second set it was hard to get into the third set.
"But this week I've beaten the world number one and four and was a point away from the final so I have gained confidence and I have to take that away and make sure it doesn't happen again."
Reid, who will face Maikel Scheffers of the Netherlands on Sunday in the 3rd/4th place play-off, admitted he wasn't at his best against Kunieda.
"I couldn't get my timing right and string points together and you can't do that against Shingo because he doesn't give you many opportunities," he said.
"I had chances in the first set and had game points but didn't take them. I played some good stuff but just not enough to beat him."