"The wind, it was so hard," said Federer, in search of his sixth U.S. Open title. "I'm really relieved I'm through."
The second-seeded Federer had 13 aces and no double-faults. He fought off all four break points on his serve. Federer is 5-0 in his career against Mathieu.
The 109th-ranked Mathieu upset Lleyton Hewitt in the first round. He matched his best showing at the U.S. Open by reaching the third round.
The third-seeded Djokovic beat Blake 6-1, 7-6 (4), 6-3. Serbia's Djokovic made only 13 unforced errors -- 18 fewer than Blake.
"It's a big mental struggle, when you have such a strong wind, to find a way how to try to play good tennis," Djokovic said, "especially if you have somebody across the net who is so aggressive, taking everything early and playing a risky game."
In the fourth round, Djokovic will face another American, Mardy Fish. Djokovic was the U.S. Open runner-up in 2007, and made it to the semifinals in 2008 and 2009 -- losing to Federer every time.
Blake is a two-time quarterfinalist at Flushing Meadows, but not since 2006. Once ranked in the top five, the 30-year-old Blake is now 108th after a series of injuries and poor results, and he said he plans to take the next six weeks off.
As for his longer-term future in the sport, the 30-year-old Blake said that he aims to play in the 2011 U.S. Open and hopes Saturday night's match wasn't his last in Arthur Ashe Stadium.
"If it was, you know, I competed my heart out. I did everything I could," Blake said. "But I think I got more in me, and I think I'm going to be back there. Maybe more night matches, some more excitement for the crowds, some more good times. You know, I definitely believe that. I hope it comes true next year."
Fish had to work a little harder Saturday, needing five sets to advance.
The 19th-seeded Fish beat Arnaud Clement of France 4-6, 6-3, 6-4, 1-6, 6-3 to reach the fourth round at a Grand Slam for the first time since 2008 at Flushing Meadows.
Fish dropped to his knees then saluted the crowd at Louis Armstrong Stadium after Clement's last shot landed wide.
The 68th-ranked Clement upset 16th-seeded Marcos Baghdatis in the first round. The 32-year-old was in the third round at Flushing Meadows for the first time since 2005.
After having knee surgery in September 2009, Fish set about changing his diet and trimming his body, and he's lost more than 30 pounds to get down to about 170.
"He's playing maybe his best tennis at this moment," Djokovic said. "He's moving really well. He's serving as good as he served always. He has a lot of talent. He's recognizing the moment, coming to the net. He has a lot of variety in the game. I guess I have to be on the top of my game to be able to win."
After struggling through a five-setter in the opening round, the Swede has only dropped 16 games over his next two matches.
The 17th-seeded Monfils reached the round of 16 at Flushing Meadows for the third straight year but has never advanced farther.
Asked to describe the weather, Monfils said: "Awful. I mean, for me: awful."
The 44th-ranked Tipsarevic upset ninth-seeded Andy Roddick in the second round.
Monfils had 17 aces and 56 winners.
Also Saturday, Richard Gasquet backed up his win over No. 6 Nikolay Davydenko with a straight-set victory over Kevin Anderson. No. 13 Jurgen Melzer beat 2003 French Open champion Juan Carlos Ferrero 7-5, 6-3, 6-1.
The 21st-seeded Montanes was leading 6-2, 2-1 Saturday when Nishikori retired after 38 minutes. The 147th-ranked Japanese player upset 11th-seeded Marin Cilic 5-7, 7-6 (6), 3-6, 7-6 (3), 6-1 on Thursday. Nishikori battled cramps in a match that lasted nearly five hours in steamy temperatures.
Montanes reached the round of 16 at a major for the first time. The 29-year-old Spaniard was playing in his 36th Grand Slam tournament. He advanced to third round in each of the first three majors this year.
Information from The Associated Press contributed to this story.