Serving up gamepoint for a 3-0 lead, Williams was unable to hold serve as she double-faulted on break point to put the set back on serve at 2-1.
Following several loud cries of ďcome onĒ and massive serves, Williams held onto her next service game to lead 3-2.
Vinci then held serve to pull even at 3 all.
Williams again reached gamepoint on her serve before netting a crosscourt backhand then sending a down the line forehand long to drop serve and trail 3-4.
In Vinciís following service game, Williams hit two consecutive overhead winners to hold two breakpoints at 15-40.
However the American then committed several groundstroke errors to put the Italian ahead at gamepoint.
Williams then returned a 69 miles per hour second serve as she struck a crosscourt backhand return wide which put Vinci ahead 5-3.
The American then held serve to reach 4-5.
With Vinci serving for the match, Williamsí errors continued as she netted a down the line backhand return to trail 0-15.
The Italian then struck a crosscourt backhand half volley winner to lead 30-0.
Williams would then net a crosscourt backhand swing volley to face match point.
A Vinci crosscourt forehand half volley winner ended the match after two hour of play.
And for Williams, it would be her final match of 2015 as she would this month announce her break from the WTA Tour until 2016 to recover from injuries.