The only time Nadal reached the final of the tournament was already during his debut year in 2007. Since then, he has reached three quarterfinals and four semifinals.
Zverev won on his second match ball when a forehand from Nadal sailed out and was wide.
In just over a week, the ATP finals will be played in London, and Nadal will not have a tournament victory there either, despite nine attempts.
This is where the world's eight highest ranked players start.