Henin simply ran out of gas at the end of a long season and headed home to Belgium to prepare for her wedding next week.
"I was really tired during the match and I felt without energy," said Henin. "It's the end of the season, so this kind of thing can happen and unfortunately it happened to me today.
"Kim played really solid and I had to play 100 percent if I wanted to win the match.
"It was very close in the first set, it was 6-2 but it was close. In the second set I was completely dead and couldn't fight like I wanted to."