Andre Agassi grabbed his racket bag and headed for the exit. After a few steps, he stopped and turned around, taking time for one last wave to an adoring crowd, one last look at Centre Court.

One final farewell to Wimbledon.

At least Venus Williams and Andy Roddick know they’ll be back.

Agassi didn’t get the ending he’d hoped for in his last tournament at the All England Club, overwhelmed 7-6 (5), 6-2, 6-4 in the third round by French Open champion Rafael Nadal, and he even had to share the spotlight on a wild Saturday: Three-time Wimbledon champion Williams and two-time finalist Roddick also lost.

“It’s been a privilege to be out there again for one last time,” Agassi said. “I’ll look back at this as one of my most memorable experiences. To say goodbye, for me, this means as much as winning.”

A few hours later, defending champion Williams bid adieu, too, beaten 7-6 (8), 4-6, 6-4 by 26th-seeded Jelena Jankovic of Serbia.

And as dusk arrived, No. 3-seeded Roddick joined the procession of stars, losing to Andy Murray of Britain 7-6 (4), 6-4, 6-4 before a partisan Centre Court crowd.

None of those results is completely stunning. After all, the 36-year-old Agassi has a bad back and was facing, in Nadal, a man ranked No. 2 and 16 years his junior; Williams hasn’t played much this year because of injuries; and Roddick is going through his worst season in quite some time, not reaching any finals.

Still, it all means that at the end of Week 1, only one U.S. man or woman is left in the singles draws: unseeded Shenay Perry, making her first appearance in the fourth round of a Grand Slam tournament. It’s also only the second time since 1922 that zero American men made it to the round of 16 at Wimbledon (2002 was the other).

No U.S. men reached the fourth round at the last major, the French Open, either.

“It’s a lot more surprising-slash-disappointing here,” Roddick said, “a place that we’ve all had a lot of success.”

Agassi won the first of his eight Grand Slam titles at Wimbledon in 1992, a triumph he credits with changing the course of his career. That’s why he worked so hard over the past few months, staying off tour to get healthy and to be able to play again at the grass-court major after missing it with injuries the last two years.

It’s also why he chose to announce at the All England Club, last weekend, that he’ll retire after the U.S. Open.

“It’s just nice to come back here on my terms, to say, ’This is where I want to be.’ I’m regretful of missing the last couple of years. To wait a year to come back here would have been too long,” he said. “I needed to make it right to get here now, and I’m glad I did that.”

He was able to hang with Nadal for one set, taking a 5-2 lead in the tiebreaker. But Nadal won the next five points to take the set, closing it with a running cross-court forehand winner from outside the doubles alley, followed by a 121 mph ace.

“Once that first set was gone,” Agassi said, “sort of the prospects got grimmer for me.”

Nadal never let up, showing the same end-to-end court coverage paired with power — his big forehands look like uppercuts — that carried him to a record 60 consecutive wins on clay and two straight Roland Garros titles.

“He’s the best mover that’s out there. He just seems to really explode and anticipate and … do a lot with the ball,” Agassi said. “He makes people have to do something special.”

If the match signaled a changing of the guard, Nadal — 6 months old when Agassi turned pro — dominated every facet.

Agassi is one of the best returners of his, or any other generation, yet he lost 64 of 79 points when Nadal served, never so much as getting to deuce. Agassi is as good as it gets trading blows from the baseline, yet Nadal won 16 of 21 points that lasted at least 10 strokes.

Wearing a rumpled white cap to protect his shaved head from the bright sun, Agassi shuffled to changeovers looking as though he should be wearing slippers and a robe, a newspaper tucked under his arm. On a handful of occasions, Agassi plopped himself down in one of the line judges’ chairs — though rather than signaling that he needed a breather, it was more of a jab at Nadal’s slow between-points pace.

The record will reflect that the last shot Agassi hit in his 14 Wimbledons resulted in Nadal’s pushing a backhand into the net on the Spaniard’s first match point. All that did was delay the inevitable, however, because Nadal smacked his 18th ace on the next point to end the match.

Nadal raised his arms in what, for him, amounted to a tame celebration of his first trip to the fourth round at Wimbledon.

“It’s not my day,” Nadal said. “It’s his day.”

Indeed it was, from the loud yells that greeted Agassi’s entrance to the court, to the two-minute standing ovation at the end. In a break from tradition, both players addressed the crowd with a microphone afterward, a treat for the fans usually reserved for the final.

“It’s been a lot of incredible years here,” Agassi said, dabbing at tears. “I’ll never be able to repay you for how you’ve embraced me over the years, and I thank you for that.”

Williams’ loss came on Court 2, known as the “Graveyard of Champions” for its long history of surprises. Pete Sampras played his final Wimbledon match there in 2002, and Williams’ younger sister, Serena, was upset there last year.

Venus Williams was a finalist at Wimbledon five of the past six years, but she was largely her own undoing Saturday, with 54 unforced errors and 12 double-faults. Three of those double-faults came in a row to hand Jankovic a 5-3 lead in the final set. Williams broke right back, but then played another weak game, double-faulting to set up Jankovic’s fourth match point, then putting a forehand into the net.

“At the end I was just so nervous,” Jankovic said. “The racket felt, like, 30 pounds. I was just telling myself to hang in there and hopefully I will pull it out.”

Like Jankovic, Murray reached the second week of a major for the first time. He saved 11 of 12 break points he faced against Roddick, and overcame a 21-6 deficit in aces with the help of 15 passing shot winners.

“I’m not used to being around the locker room when there’s only 16 people left,” Murray said. “It’s much quieter.”