The ATP Finals is the second highest tier of men's tennis tournament after the four Grand Slams.
Federer will have been buoyed by his battling performance against Djokovic in the semi-final of the Paris Masters last week but he still lost the match - his fourth consecutive defeat against Djokovic, with the Serb now leading their head-to-head 25-22.
The 37-year-old began calmly enough but his usually smooth game began to fray towards the end of the first set and fell apart in an error-strewn second. "I just thought at the time it might take more time than I wished it to be".
An error-strewn display from the 20-time Grand Slam champion allowed Nishikori to take the first set via a tiebreaker despite the Japanese player struggling for consistency himself.
Anderson had lost both his matches against Thiem this year, having won their previous six clashes, and he looked fired-up to reassert his dominance over this year's French Open runner-up.
"I thought 'What was his argument, why the warning?"
Djokovic, for example, enjoys a better head-to-head win ratio against nearly all these players-25-22 against Federer, 1-1 against Zverev, 7-1 against Anderson, 16-2 against Čilić, 5-2 against Thiem, 15-2 against Nishikori and 8-2 versus Isner-which puts him in a rarefied zone.
"I heard Tsitsipas say it's the ball boys' job but I think the ball boys' job is to give you the balls". "The level went up but unfortunately I couldn't keep the lead that I got early".
"I've been feeling fine", Federer said.
He admitted his practice has been "a bit all over the place" but had no excuses. I think out of the taller guys, he's playing outstanding from the baseline.
They shared the stage for one of the most memorable matches of the season when Anderson defeated Isner 26-24 in the fifth set of a six-hour-plus semi-final that directly led to Wimbledon announcing the introduction of final-set tie-breaks.
Last week a video featuring Roger Federer hitting with one of his twins, Leo or Lenny, went viral on the social networks.
It's perhaps worked out well for the year-ending Nitto ATP finals (11-18 November) in London that the tournament was preceded by three significant and reasonably dramatic events to build up tempo. Amazingly, it was the first time in 46 round-robin outings at the ATP Finals that he had failed to win a set.
"By winning the Australian Open I was pretty much in a good position throughout after that, so I was very happy how I played throughout the entire season".
Thiem had two set points of his own at 7-6 and 9-8, but Anderson's serve held firm. They haven't played since 2016.