Ivanovic was eliminated in the first round for the second straight year when she had seven double-faults and 41 unforced errors Tuesday in a 7-6 (4), 6-1 loss to 89th-ranked Denisa Allertova of the Czech Republic.
Ivanovic made it to the U.S. Open quarterfinals in 2012, but it has been a steady decline since then at Flushing Meadows. She made it to the fourth round in 2013 and lost in the second round two years ago.
"I feel like I have been putting a lot of work on the court and in the gym over the year," she said. "It's been very frustrating not getting anything in return, because I really feel like I invested my heart and also the work."
Ivanovic, who turns 29 in November, said she's not considering retirement. She married German soccer star Bastian Schweinsteiger this summer, and he will play his last match for the national team on Wednesday.
"No, not at all," she said. "I just need to really see why is this happening."
The former world No. 1 and 2008 French Open champion served for the first set against Allertova at 6-5, but was unable to close it out and faltered in the tiebreaker.
Ivanovic said the difference in the tiebreaker was probably her confidence.
"I had that set point, you know, and I went for my big forehand and it was quite a bad miss because I was a little bit in two minds what to do with it," the Serbian player said.
In the second set, her strategy of pulling back on big shots backfired.
"I tried to go less for it because I tried to make less errors," she said. "Basically, I ended up making more."
Ivanovic has been bothered by a wrist injury this year. She entered the U.S. Open ranked No. 31.
The 23-year-old Allertova turned around the first set after dropping four of the first six games.
"I handled her serve well," Allertova said. "I tried to focus on every point because I know she's a great player."
Allertova improved to 7-1 in first-round matches in majors. She joins her boyfriend Jan Satral in the second round; he defeated American Mackenzie McDonald in five sets on Monday.