Britain’s Marray will have to find a new doubles partner as Denmark’s Nielsen, 29, makes one last bid for a successful singles career.
The duo landed a shock Wimbledon title this summer, and did well to qualify from a tough group and the season-ending titles, but a 6-4 6-3 defeat to Marcel Granollers and Marc Lopez ended that run.
Marray and Nielsen were broken once in the first set but, despite breaking back to 3-3 in the second, lost their last three games as the Spanish duo cruised to victory.
Granollers and Lopez will face Indian pair Mahesh Bhupathi and Rohan Bopanna in Monday evening’s final, which comes before the singles final.
