Stephens lost 6-2, 6-3 to Anastasija Sevastova, the No 19 seed, of Latvia, in the quarter-finals.
"I could have s-- the bed in the first round, and that would have been really bad", the No. 3 seed said after absorbing a 6-2, 6-3 beating that derailed a potential dream semifinal against Serena Williams.
Nadal - the reigning US Open champion - booked his place in the semi-finals of the US Open with a gripping five-set victory over Thiem on Wednesday morning United Kingdom time. "Even when I did have my break opportunities, I just wasn't playing the points well at all", Stephens, who beat Sevastova in Montreal last month, told reporters.
It has been a tumultuous eight days at the US Open, with stars as well as yeomen struggling through matches in 90-plus degree temperatures.
In one of many memorable points, Nadal hit a almost ideal half volley, only to see Thiem beat him with a flawless crosscourt pass.
Even as Stephens fought for her competitive life at Arthur Ashe Stadium, tournament officials were in the process of suspending play among juniors on the National Tennis Center's outside courts. Sevastova served up only two aces, but she took advantage of a awful day for Stephens' second serve.
Williams trailed by a break in the opening set and then was a point from going down a double break before she turned things around against the Czech eighth seed. "We're both exhausted in the end".
"I saw she was struggling", Sevastova said.
After her maiden Grand Slam triumph Stephens didn't win another match in 2017. And, yes, I played against a great opponent. She broke to get back on serve at 3-4 in the second set, only to squander a 40-15 lead and allow a break after four deuces in the ensuing game. It just was a really tough day.
The American was not landing enough first serves to keep himself out of trouble, with Del Potro increasingly forcing him to play off his toes, and by the fourth set Isner's resistance had run out. I am not happy about this, ' he said, managing a smile.
Thiem admitted he was hoping the hard courts of Flushing Meadows would prove "more comfortable" but he'll still face an uphill battle against the 17-time Grand Slam champion whose stellar 2018 campaign also includes Masters titles in Monte Carlo, Rome and Toronto.
"I'm going to remember this match, for sure". Me, I was in my career, I tried to improve with myself, with my tennis, and listen to everybody to learn.' Ferrer will play just one tournament in the rest of the year, the Monterrey Challenger in early October, then will start 2019 season at the Perth's Hopman Cup.
"There's four more tournaments left".