In Saturday's semifinals, defending champion Nalbandian meets 2006 champ Davydenko, and Blake will try to stop Tsonga from becoming the first French winner since Sebastien Grosjean in 2001.
Nadal received a lengthy massage on his right thigh at 4-1 down to try and loosen the muscles around his right knee but was unable to start the second set.
"When I push with the right leg all the time the knee wasn't there, the knee is going down," Nadal said. "I felt a sharp, acute pain."
The Spaniard felt nagging knee pains earlier this week, and it got worse on Friday morning.
"Today when I woke up I felt it a lot. I try to practice but still feel it," Nadal said. "Later I went to the doctor and the doctor gave me some anti-inflammatories."
The top-ranked Nadal said he has never had a similar injury and that he needs more tests before he decides whether to play the season-ending Masters Cup, which begins on Nov. 9 in Shanghai.
"Hopefully it's going to be fine for Shanghai, but you never know," Nadal said.
Federer withdrew injured from an ATP tournament for the first time, but said his back complaint wasn't serious.
"My back has been stiff for the last couple of days and I woke up this morning and it did not respond to the treatment I had last night," Federer said on his Web site.
He said he's scheduled to fly to Shanghai on Monday but will delay it if he's uncomfortable. However, he was positive he would be OK.
Nalbandian was close to his best against Murray, who had won at Madrid and Cincinnati and was trying to become the first man to win three consecutive Masters.
"I played almost perfect," Nalbandian said. "I think I return really well and that's important in indoor [tennis]."
Nalbandian's sharp volleying and clever drop shots helped him win 21 of 25 points at the net.
"I'm obviously disappointed to lose, but I'm glad that I played against a guy as good as him," Murray said. "He probably returned better than me and created a few more chances."
Although Nalbandian lost his serve twice in the second set, he kept pressuring Murray's serve and broke him four times.
Tsonga saved 10 break points in the second set against Roddick, and edged the American 15-14 in aces.
His victory eliminated countryman Gilles Simon from claiming the last two berths in the eight-man Masters Cup.
Blake will qualify if he beats Tsonga. Tsonga can qualify if he beats Blake and Nalbandian loses his semifinal.
Juan Martin del Potro was still in Masters Cup contention.