Naomi Osaka says her French Open exit was "probably the best thing that could have happened" and that she was suffering headaches from the "stress" of being the top seed.
Her bid for a third Grand Slam in a row ended with a 6-4 6-2 third-round defeat by unseeded Czech Katerina Siniakova.
The US Open and Australian Open champion was playing in her first Grand Slam as world number one.
"I feel like there has been a weight on me," the Japanese 21-year-old said.
"In this tournament I have had a feeling that was different to the other Grand Slam tournaments.
"Usually, I find it very freeing and fun but this time I was kind of tense the entire time.
"I think I was overthinking this calendar Slam."
Osaka made 38 unforced errors as she lost in one hour and 17 minutes to world number 42 Siniakova on a stunned Court Suzanne Lenglen.
"It is incredible, it is something I can't believe, I'm so happy," Siniakova said after reaching the last 16 of a Grand Slam singles for the first time.
The 23-year-old right-hander is ranked as the world's leading women's doubles player and won that competition at the French Open last year alongside fellow Czech Barbora Krejcikova.
"Roland Garros brings out my best and I hope it will continue," she added.
Siniakova will play 14th seed Madison Keys for a place in the quarter-finals after the American came through a testing encounter with 20-year-old Russian Anna Blinkova 6-3 6-7 (5-7) 6-4.
'It hasn't been the happiest of times'
Osaka became the world's leading player after following up her maiden Grand Slam win at September's US Open with victory at the Australian Open in January.
At Roland Garros she has talked candidly about how she has felt the stress of competing in her first Slam as the top seed.
Osaka dropped the first sets in her opening two matches before fighting back to beat world number 90 Anna Karolina Schmiedlova and two-time Australian Open champion Victoria Azarenka.
This time, against Siniakova, it did not happen.
"I had this headache, but I didn't feel tired," she said.
"So I'm thinking, the headache is just my stress."
She also said she felt nervous but did not want to blame that for the way she played.
"I know that's because everything is sort of new. I have played the French Open before but not in this situation," she added.
"So it hasn't been the happiest of times.
"It's weird but I think losing is probably the best thing that could have happened.
"For me, the calendar Slam is something that I have wanted to do forever, but I think I have to think 'if it was that easy, everyone would have done it'.
"I have to keep training hard and put myself in a position again to do it."
'If disappointment goes from 1-10, then I'm 100'
Despite her shock defeat, she will remain the world number one after nearest challengers Karolina Pliskova, Angelique Kerber and Kiki Bertens also made early exits in Paris.
On a sun-baked Court Suzanne Lenglen, Osaka looked subdued with the backing of the French crowd unable to rouse her.
Siniakova broke for a 5-4 lead and sealed the opening set with her second set point, then broke twice more on her way to winning the final five games as Osaka fell apart.
A double fault on break point at 4-2 in the second set summed up her troubles, drawing gasps from the spectators and leaving Siniakova with the chance to serve out for the match.
More errors from Osaka's racquet - a wild backhand whacked well long, a weak forehand into the net then another backhand wide - brought up two match points for her Czech opponent.
And she only needed one as Osaka hit another forehand past the baseline.
Siniakova jumped up into the air with both fists clenched, turning and screaming in delight at her box, before Osaka greeted her at the net while nodding in appreciation of the performance.
"If my level of disappointment goes from one to 10, I'm at a 100 right now," Osaka said.
"I don't want to say I feel depressed, but I do. I think it's a natural part of life, especially if you train super hard for moments like these, and then you don't perform how you want to.
"I feel like saying that 'I'm depressed' is a very strong statement. Because I felt that way before, and it's not as extreme as that.
"So I would just say I'm very disappointed in how I played, and I wish I could have done better."
Analysis
BBC tennis correspondent Russell Fuller
And so Naomi Osaka's remarkable run has come to an end - this was her first defeat in a Grand Slam since 7 July last year.
She had opportunities against Siniakova, but the Czech player defended superbly and Osaka simply made too many errors.
The world number one has made great progress on clay this year - enough to suggest that with her power and mindset she is very capable of becoming a Roland Garros champion one day.
But here she felt the pressure, some of it self-imposed. Very aware of the ranking number next to her name, and unable to block out thoughts of a calendar Grand Slam, this time the 21-year-old was not able to conjure up another comeback.