Jamie Murray and Neal Skupski were beaten by top seeds Juan Sebastian Cabal and Robert Farah in the semi-finals of the men's doubles at the US Open.
The British duo lost two tie-breaks in a 7-6 (5) 7-6 (8) defeat to the Colombians, who won the Wimbledon title earlier this year.
"It was a close match, no breaks of serve, not many break points either," said Murray. "I guess we just didn't make enough good returns at the right time and ended up losing.
"It's frustrating to be that close to the final, losing by such a close margin, but it's been a good tournament.
"We played some good tennis, five good matches, so it bodes well for us going forward."
Murray's tournament is not over, though, as he still has the mixed doubles final to play alongside American Bethanie Mattek-Sands.
The defending champions face top seeds Chan Hao-ching and Michael Venus on Saturday.
In the semi-final of the men's wheelchair doubles, Alfie Hewett and Gordon Reid beat French duo Stephane Houdet and Nicolas Peifer 6-0 6-3.
The British pair will face Gustavo Fernandez of Argentina and Japan's Shingo Kunieda in the final.