It was a painful loss for the fiercely competitive Belarusian's but she showed that she was quick learner, overcoming her disappointment and rebounding to win the next grand slam, in Australia, at the start of this year.
"I never look back, I always look forward," Azarenka told reporters at the U.S. Open annual media day on Saturday. "My head doesn't spin all the way back."
Rather than dwell on her near-miss, Azarenka believes it was ultimately a positive experience because it helped make her a tougher player.
"It will always be a special moment because I felt like that whole tournament, that final match left a big mark on my future career. I still feel that way," she said.
Azarenka showed how far she had come when she followed up her win at the Australian Open by beating Williams for just the second time, in the final of the Qatar Open before injuries stalled her momentum.
Last week, in their final warm-up for the U.S. Open, she beat Williams again, coming from a set down to win the Cincinnati Open in a third set tiebreak.
"It gives you great confidence but I always think that the new week is the new story," Azarenka said. "We all start from zero here."
The 24-year-old Azarenka also won the Australian Open in 2012 so seems perfectly suited to the hard courts at Flushing Meadows, but initially struggled with her emotion in the cooker-pressure atmosphere at the U.S. Open.
In her first six appearances in New York, between 2006 and 2012, her best result was making the fourth round in 2007, before she unlocked the key last year and reached the final.
"I just feel like I switched the light," she said.
"It is hard...I feel like you have to find your own way on how to do it.
"There is kind of like a recipe that you have to make for yourself to go through those emotions, because it can be a roller coaster sometimes."
