After winning grasscourts titles in Eastbourne in 2014 and in Birmingham a few weeks ago, and entering the world's top 10 for the first time, she arrived at the All England Club with many tipping her for a deep run in the tournament.
Against Romania's Simona Halep she looked on course to reach the quarter-finals for the second year running but, after threatening to overpower the fifth seed with her trademark serve and forehand, she limped to a 6-7(5) 6-4 6-3 defeat.
At 21, she was the youngest member of the last 16 by three years and had just become the first American woman to debut in the top-10 since 21-times major champion Serena Williams in 1999. She also reached last year's Australian Open semis.
Yet she is not satisfied.
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"I wouldn't say like I'm behind schedule, but also I'm not satisfied, I'm not totally satisfied with what I have achieved. I think I can do more. I want to do more," she said.
"I don't think you could look at my season and say it was bad by any means. Obviously I'm really disappointed with how things turned out today.
"So even being young, it's great, but at the same time, I want more."
Keys stopped working with coach Jesse Levine this year and teamed up with Thomas Hogstedt, former coach of Canadian Eugenie Bouchard.
"I think the team that I have put together and the work that we do, I definitely think it's going to help me," she said.
"I think it will click. We have definitely been doing a lot of hard work and it hasn't been very long that every piece of my team has been together."
Keys struggled physically in the third set against Halep, having been pegged back from leading 2-0 in the second.
Unlike two years ago when she suffered an adductor muscle injury and retired against Yaroslava Shvedova in the third round, this time it was nothing so serious.
"I started cramping. Yep," she said. "I haven't cramped for like five-and-a-half years. So good timing today."
(Reporting by Martyn Herman; editing by Ken Ferris)
