Williams cleared three of the hurdles last year, stumbling in the U.S. Open semi-finals when history beckoned.
Djokovic claimed a first French Open title last month, having triumphed for a sixth time in Australia at the start of the year, and was favourite to become the first man since Rod Laver in 1969 to win the first three grand slams of the year.
American Sam Querrey consigned an avalanche of statistics to the trash can though as he ended Djokovic's grand slam match-winning streak at 30 and wrecked his hopes of becoming only the second man in history to win five consecutive majors.
Perhaps it was the weight of expectation that finally overwhelmed Djokovic, who holds all four grand slam titles.
He looked subdued for long periods against Querrey - passive in rallies he usually dominates and a step slower.
The rain delays hardly helped, although if anything they should have favoured the 12-times grand slam champion because when he trudged off on Friday having just lost the second set 6-1 to trail 2-0 he looked crestfallen.
He was up bright and early on Saturday, working with coach Boris Becker on Court 14, but after surging 5-0 ahead in the third set on the resumption, his level tailed off.
He struck only 10 baseline winners in the match and made 31 unforced errors. Querrey knew he may never get a better chance and stood firm as the Serb fought back, clinching a memorable win as Djokovic faltered in the fourth-set tiebreak.
Djokovic arrived quickly for his news conference, anxious to get the formalities over with.
"I just need some rest," he said.
"I believe in positive things in life. I managed to win four grand slams in a row - two different seasons, though. I want to try to focus on that rather than on failure.
"Thankfully I have a family and I have a life outside of tennis. I have plenty of things to look forward to."
Djokovic hinted that he might have had a physical problem although he looked mentally stale - as had fellow French Open winner Garbine Muguruza as she lost early at Wimbledon.
He would not be drawn on the subject.
"It's not the place and time to talk about it. The opponent was playing a very high level and he deserved to win," he said.
"I'm not happy to lose a match. But, you know, I'm going to move on from this hopefully as a stronger player."
While it would be dangerous to dismiss Djokovic's chances of emulating Australian Laver's 1969 Grand Slam, the clock is ticking and he knows the window of opportunity is closing.
(Reporting by Martyn Herman; Editing by Ken Ferris)
