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She was knocked out of the tournament after losing to world number one Iga Swiatek in straight sets in a 6-3, 7-6 defeat.
Being world number one, Swiatek must surely now be the favourite for the US Open after making it to the semi finals of the competition where she will face Aryna Sabalenka.
While being knocked out of a major competition is going to get any athlete down, few show up to the press conference afterwards with a can of beer in hand to drown their sorrows.
However, that's exactly what Pegula did and she seemed to be in a pretty good mood as she answered questions about her exit.
The tennis star explained she was quaffing the can of beer as she was 'trying to pee for doping', but joked along that grabbing the can after losing in the US Open 'does help ease the loss'.
Pegula had a drugs test to complete after getting knocked out of the tournament, so drinking a can of beer after the defeat would definitely have helped on that front.
Having made it to the quarter finals of three of the four grand slam tournaments in tennis, Pegula will be hoping that next year she can take the next step and put herself within touching distance of the sport's biggest accolades.
While drinking a can of beer in a press conference after losing is pretty rare, it would be quite entertaining if other athletes and major figures in sport started doing it more often.
This year's US Open has been mired in a few scandalous incidents, with one of the big ones sparking off before a match had even been played.
Novak Djokovic was not allowed to play in the competition after failing to get his vaccinations which would bring him in line with the US rules on coronavirus.
Meanwhile, Nick Kyrgios has picked up yet another fine for spitting during his second round match against Benjamin Bonzi, while many thought 16-year-old Sara Bejlek's celebrations with her father were 'inappropriate'.
On a more positive note, whoever ends up being the winner for the men's and women's singles will be a completely new champion as none of the remaining semi-finalists have ever picked up the trophy before.
With tennis legends like Serena Williams looking to be near the end of their careers and other titanic figures in the sport getting on in years the US Open represents a good chance for the next generation of stars to announce themselves.