He needn't have worried.
After all, even if Sunday's 6-3, 3-6, 6-1 defeat hurts, Nadal can console himself by looking back on one of the most successful seasons ever.
"I tried my best this afternoon," said Nadal, who became the seventh player in history to complete a career Grand Slam by winning this year's U.S. Open. "But he was better than me."
Nadal won seven titles this season, including a so-called "Clay slam" featuring wins at the Masters tournaments in Monte Carlo, Rome, Madrid and his fifth French Open. He followed that by winning Wimbledon, and topped it off at the U.S. Open.
By September, he had already qualified for the eight-player end-of-season tournament, and wrapped up the year-end No. 1 ranking. It was the kind of dominant season that used to be Federer's specialty.
"I hope ... " Federer began in his on-court speech on Sunday, before correcting himself. "I know I didn't spoil his vacation after this because he's had an amazing year, a year that any player dreams of."
Nadal described 2010 as not just his best year but also his "most emotional."
The 24-year-old Spaniard ended last year with three straight losses at the O2 Arena ion London. He began this season well, but the knee problems that have regularly interrupted his career forced him to retire from his Australian Open quarterfinal match against Andy Murray.
Victory at the Monte Carlo Masters ended an 11-month title drought, but for Nadal, it was that relative lack of success that has made the last eight months so special.
"When you spend 11 months without a victory, when you pass some difficult moments, you really know how difficult (it) is (to) win a tournament, how difficult (it) is be there, how difficult (it) is be competitive every week," Nadal said.
"So when I started to win the first time, first tournament in Monte Carlo, everything was more easier, no, because I pulled out all the pressure, all this anxiety. After that I started to play really well."
He even counts London as a success. As he hasn't hesitated to remind everyone this week, the surface at the O2 Arena is his worst nightmare -- and yet he still beat a fired-up Murray in three sets on Saturday and, despite battling fatigue, pushed Federer the distance in the final.
"I lost the match because I played against a very good Roger Federer in one of his favorite surfaces," Nadal said. "Was very difficult final for me. I still won a set.
"But I am more happy about all the week. (Beating) four top-eight players in the same week on a difficult surface for me. I think never happen in the past. So that's very good news for me."
And perhaps bad news for everyone else. Nadal begins 2011 with at least one goal still remaining: to go one better this time next year.