The 28-year-old, playing in her first Grand Slam last-four clash at the 43rd attempt and after 11 years on tour, slumped to a 2-6, 6-4, 7-6 (10/8) loss to Italy's Jasmine Paolini in the longest women's semi-final played at the All England Club.
Vekic was 3-1 ahead in the decider and then just two points from victory in the tie-break.
However, her brittle emotions sparked tears as the match slipped away.
"I thought I was going to die in the third set. I had so much pain in my arm, in my leg. It was not easy out there," said the unseeded Vekic as she struggled to compose herself at a news conference.
Five of Vekic's six matches at Wimbledon went to three sets. She spent just shy of 13 hours on court.
"I was more crying because I had so much pain, I didn't know how I could keep playing," she said.
Vekic was also undone by a barrage of mistakes, with 57 unforced errors outweighing her 42 winners.
She converted just four of 14 break points as Paolini moved into her second successive Grand Slam final after finishing runner-up to Iga Swiatek at the French Open last month.
"My team tells me that I can be proud of myself. It's tough right now. It's really tough," added Vekic.
"For sure I will need to take couple of days to see everything. It's tough to be positive right now. It was so close. I had a lot of chances."
