Britain's Jamie Murray and Brazilian partner Bruno Soares must continue their wait for an ATP Finals title after they lost to American pair Mike Bryan and Jack Sock in the semi-finals.
Murray and Soares were beaten 6-3 4-6 10-4 at London's O2 Arena to go out at this stage for the third straight year.
Bryan and Sock only started playing together earlier this year when Bryan's twin brother Bob was injured.
The fifth seeds will find out their final opponents later on Saturday.
French pair Pierre-Hugues Herbert and Nicolas Mahut face Colombians Juan Sebastian Cabal and Robert Farah at 18:00 GMT.