Djokovic was stung by a third-round hammering by France's Jo-Wilfried Tsonga, who got past the Serb in less than an hour en route to taking the ATP Masters title in Toronto yesterday.
Williams fell in the semi-finals of the WTA's sister tournament in Montreal, losing to her elder sister Venus for the first time since 2009.
She'll be eager to get back on track before heading to the US Open, which starts on August 25 and will be her last chance this year to add to her cache of 17 major titles.
The newly-married Serb, who has never won a Cincinnati title despite four trips to the final, may benefit from the continuing injury absence of Rafael Nadal.
The 2013 Cincinnati champion from Spain is racing the clock to recover from a right wrist injury in time to defend his title at the year's last Grand Slam.
But Djokovic acknowledged that the loss to Tsonga was a bewildering blow to the confidence he'd gained with a Wimbledon title in July.
"Confidence is the hardest thing to get but easiest thing to lose," said Djokovic, who has the added incentive in Cincinnati of having never won the title, despite four trips to the final.
Roger Federer, who fell to Djokovic in five sets in the Wimbledon final, was Tsonga's final victim in Toronto, falling in the championship match 7-5, 7-6 (7/3).
In Cincinnati the Swiss great will be returning to a tournament he has won five times, most recently in 2012.
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