Nedunchezhiyan and his American partner lost 7-6 (4) 7-5 6-7(3) 0-6 3-6 to British pair of Marcus Willis and Jay Clarke after fighting hard for three hours and 15 minutes on court number nine.
The 28-year-old Chennai lad, who entered the Championships in dramatic fashion, said their rivals played a lot better in the third set tie-break which changed the momentum and then the match.
"The fifth set, they were the team with better energy and deserved to win," he said graciously.
The left-hander also felt that playing with regular partner can help clinch such matches. He had teamed up Donaldson at the last minute.
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"Hopefully, in future I can close out such matches. It's just my second year on doubles tour and there will be more opportunities because I am hungry to get better," he said.
"I am grateful for all the support I have received from my coaches from childhood, friends and family. It was an incredible week and I am eager to get back to this tournament stronger next year," he concluded.
Also advancing to the second round of men's doubles were Purav Raja and Divij Sharan who pipped Kyle Edmunds and Joao Sousa 7-6(2) 3-6 6-4 7-6(8).
"We are really happy with this win today. We lost twice in the first round here, both in five sets. It was really close in the fourth set. We had lot of match points on their serve but they came back big everytime. We did well to keep our focus in the tie break and got the job done in the end. We had a lot of support, Mahesh, Leander and Rohan had come to watch our match as well," said Sharan.