"India always wants gold for me no matter what I play. At the end of the day, we can just try. There is no guarantee in a sport. We can just try and give our best," Sania told reporters after she and Thombare lost to China's Shuai Peng-Shuai Zhang 7-6 (8-6) 5-7 7-5 in a two hour 44 minute battle.
The team of Rohan Bopanna and Sania would now play mixed doubles, the only event left for India after the loss in men's and women's doubles.
The Hyderabadi also defended her teammate Thombare after the tough loss before saying it will be equally tough in the mixed doubles.
"Stop attacking her guys, she is 190 in the world. She has just played against the guys who are in top-50. Don't be so hard on her. We just played a two hours 44 minutes match against the people who are the best in the world. So are the other 15 teams. Rafael Nadal is also top 10. Everybody has equal chance. Sure we have a shot at it.
"It is a tough competition that is why it is Olympics. We will try whatever we can to win a medal for India. If we don't win that is unfortunate but we will give our heart and soul," said Sania.
After a tight first set, the Indian pair dominated the second to take a 5-2 lead before levelling the match with goodwill ambassador and cricket icon Sachin Tendulkar in attendance alongside Paes and Bopanna.
Thombare's inexperience in backing up came to fore as they lost the third set after 4-4 and then 5-5.
"You must encourage her at the moment. She is playing against higher ranked players. All three people in that court are higher ranked. There were two former number one. One (Shuai Peng) was former number one and the current number one (Sania herself). It is a great experience for her.
"As athletes we can fight our hearts out. That is what we did. You come up short on some days but I am happy that we are able to share this experience, especially for her. We tried our best.
"At this stage, my Olympics is still there. I have mixed doubles. I hope she realises that she can play against the best in the world and match them," Sania said further.
The duo had a special fan in Sachin Tendulkar in the stands.
"I am honoured. He is our goodwill ambassador for the Olympics. It is so good for him to come and watch. Hope he is here for a few more days to watch a bit more tennis."
Leander Paes may have just played his last Olympics with a record seventh straight appearance but Sania insisted never write him off.
"It is very good. He is a great inspiration for all of us. To play one Olympics is a big achievement, it is unbelievable. I congratulate him but I don't think we should write him off. Everybody thought London 2012 was his last Olympics. Maybe he will be back. He is a great inspiration for all the athletes," Sania added.
Thombare said the experience would come handy in future.
"It was a great experience for me. I got to learn a lot today. It was a great match I wish I could help her (Sania) out a bit more," she said.