Sobbing, he told his scowling coach and uncle, Toni, that he might never be in that position again. He truly believed this, but Toni knew better. Rafa was only 21 years old.
"I told him his life does not change because he has not won this match," Toni said.
On Sunday, after a 4-hour, 48-minute marathon, Nadal approached the net to shake Federer's hand with tears in his eyes. This time, after myriad opportunities eluded him, Nadal was a 6-4, 6-4, 6-7 (5), 6-7 (8), 9-7 winner.
It was the longest men's singles final on record at the All England Club, going back to 1877. And certainly, it was one of the finest. Sublime is the word that comes to mind.
Three rain delays, which took the match to the very edge of darkness (it ended in the gloaming on Centre Court at 9:16 p.m. local time) only heightened the almost unbearable tension.
It seemed somehow appropriate when Nadal, sweat-soaked and beaming, became the first player in Wimbledon history to climb into the Royal box.
"It is impossible to explain what I felt in that moment," Nadal said. "Very happy to win this title, my favorite tournament. It's a dream to play in this court."
NBC broadcaster and three-time Wimbledon champion John McEnroe called it the greatest match he's ever seen.
Afterward, Federer was understandably subdued.
Given the immediacy of the match, was it possible to appreciate being part of something that will endure in the sport's collective memory?
"Probably later in life, I'll go, 'That was a great match,'" Federer said. "Right now it's not much of a feel-good thing.
"Probably my hardest loss, by far. I mean, it's not much harder than this right now."
Nadal said it was the most emotional match of his career and "probably" the best.
The Spaniard won the first two sets, then lost back-to-back tiebreakers before winning the final set in extra time. Federer, who found himself in some horrific holes and kept managing to escape -- saving three match points -- finally hit the wall in the 16th game of the ultimate set. First, Nadal hit an unreturnable serve, then Federer hit a weak forehand into the net to end a spectacular era.
Because of Nadal's unrelenting tenacity, Federer failed to win his sixth consecutive title here, and so he will remain forever tied with Bjorn Borg at five. A 65-match winning streak on grass and a 40-match winning streak at Wimbledon also ended, one short of Borg's record.
Instead, it was Nadal joining Borg as the first man to win Roland Garros and Wimbledon in the same summer in 28 years.
When Federer won the U.S. Open last year, it was his 12th Grand Slam singles title and it brought him within two of Pete Sampras, the all-time leader. At the time, it seemed possible Federer might equal or even break the record sometime in 2008.
After three Grand Slams, Federer, who turns 27 next month, is still looking for his 13th Grand Slam. Vastly younger players -- Novak Djokovic (21) and Nadal (22) -- hold the three major titles.
On clay, Nadal is a muscular machine who wears down opponents with a combination of sheer power and relentless defense. He humiliated Federer a month ago in the French Open final, giving him only four games.
Nadal has proved to be a remarkably quick study on grass. After reaching the last two finals here, he received his advanced degree in agronomy on Sunday. Nadal has mastered the nuances of grass, which calls for a more aggressive, more varied game than he is really comfortable with.
This victory, achieved on Federer's favored surface, on the court that means more to him than any other, appears to be a passing shot of sorts.
For these sea-change moments are inevitable in sport.
In 1990-91, after Michael Jordan and the Chicago Bulls had lost to the Detroit Pistons in the Eastern Conference playoffs three years running, they demolished Detroit in the conference final 4-0, and eventually won Chicago's first NBA title in 25 years.
Cassius Clay became the new heavyweight champion of the world in 1964 when he defeated heavyweight champion Sonny Liston. The man who would change his name to Muhammad Ali was, like Nadal, 22 years old.
In tennis, the most recent passing-the-torch moment came here at Wimbledon. Instructively, Federer was on the other side of the exchange. Sampras had won four straight championships at the All England Club (1997 to 2000), and seven of eight overall. Federer, only 19, beat Sampras 7-5 in the fifth set of a fourth-round match, ending the champion's 31-match winning streak.
Sampras never won here again.
Federer fans will argue that this was an aberration; that 2008, which started with mononucleosis in Melbourne, should be marked with an asterisk.
At the match's end, both players said it was difficult to see the ball. It was obvious Federer was unhappy about the conditions, but he did not complain to the chair umpire.
"I don't know … it's over," Federer said. "What's the point of arguing about it? It would have been brutal for fans, for media, for us, for everybody to come back tomorrow. What are you going to do?
"It's rough on me, obviously, to lose the biggest tournament in the world over maybe a bit of light."
Said Nadal, "In the last game I didn't see nothing. If I lost the last game, we have to stop."
This loss will be extremely unsettling for the Federer camp. While Nadal has won 11 of his 14 matches against Federer on clay and hard courts, he was 0-for-2 on grass. The genie is out of the bottle.
Federer had the guts and the guile to win the two tiebreakers, just as he did last year. But on the 13 occasions he had a break point on Nadal's ever-improving serve, he converted only one.
On Saturday afternoon, Nadal sat down in the ESPN studio for an interview with Chris Fowler. As he got up and issued some goodbyes, Nadal said, "See you tomorrow."
Maybe it was unconscious -- perhaps not. With Rafa, you never know. Only the winner at Wimbledon makes the rounds of the various international broadcast studios.
When the new ATP rankings are released Monday, Federer will be at No. 1 for the 232nd week in a row. But Nadal has crept markedly closer and could conceivably catch him by the end of the year.
This is his fifth Grand Slam title; when Federer was precisely Nadal's age, he had won only one.
Greg Garber is a senior writer for ESPN.com.