Britons Jamie Murray and Neal Skupski failed to reach the men's doubles final, losing in two sets to top seeds Juan Sebastian Cabal and Robert Farah.
The Columbian pair, who are Wimbledon champions, won 7-6 (7-5) 7-6 (10-8) in just over two hours in New York.
There were no breaks of serve in the semi-final with Farah and Cabal converting their third match point.
They will play Spain's Marcel Granollers and Argentina's Horacio Zeballos in Friday's final.
Zeballos and Granollers defeated Germans Kevin Krawietz and Andreas Mies 7-6 (7-2) 7-6 (7-5) in the other semi-final at Flushing Meadows.
Murray and Skupski, the 15th seeds, had two set points in the second-set tie-break against Cabal and Farah but could not convert either with the Colombians securing the win when Skupski netted a forehand smash.
"It was a close match, no breaks of serve, not many break points either," Murray said. "I guess we just didn't make enough good returns at the right time and ended up losing.
"It's frustrating to be that close to the final, losing by such a close margin, but it's been a good tournament.
"We played some good tennis, five good matches, so it bodes well for us going forward."
The Britons are still a relatively new pairing, having teamed up after this year's French Open. They lost in the first round at Wimbledon.
Scot Murray is already through to the mixed doubles final, where he and American Bethanie Mattek-Sands will face the top seeds - Chan Hao-ching, of Chinese Tapei, and New Zealander Michael Venus.
In the women's doubles, Ashleigh Barty and Victoria Azarenka are through to the final after thrashing Aliaksandra Sasnovich and Viktoria Kuzmova 6-0 6-1.
They will play the winners of the semi-final between Elise Mertens and Aryna Sabalenka and Vania King and Caroline Dolehide.