Finland defeated Croatia and the USA in the group stage in September to qualify for the quarter-finals for the first time and then upset defending champions Canada on Tuesday.
Backed by thousands of fans in Malaga thanks to a sizeable local population of ex-pats, they hoped to continue the fairytale but found Australia too strong.
Otto Virtanen, ranked 171, had been the unlikely star of their run but he was beaten 7-6 (5) 6-2 by Alexei Popyrin, a late call-up to the Australia team and picked ahead of Jordan Thompson, in the opening match.
It was a first victory in a live rubber for the 24-year-old, who said: “It’s nerves that I have never experienced before in my life.”
The Finns were boosted by the return of their number one Emil Ruusuvuori from a shoulder injury but he was unable to capitalise on a good start against world number 12 Alex De Minaur and went down 6-4 6-3.
Australia will now try to go one better than last year’s 2-0 loss to Canada when they take on either Serbia or Italy in the final.
It is a 49th Davis Cup final for Australia but they have not lifted the trophy since 2003.
Rublev made the call not to participate at Roland-Garros as he instead focused on readying himself for the North American swing.
And the Russian's US Open preparations stepped up another gear as he defeated Matteo Arnaldi 6-4 6-2 on Sunday to reach the final of the Canadian Open for the first time in his career.
Rublev had to overcome a rain delay in the process of defeating the Italian in Montreal.
"The wait has been worth it. I'm happy to be in my first Canadian final." Rublev said, as reported by the ATP's official website.
"I just want to recover, rest well and be ready for [the final].
"The idea [of not going to the Olympics] was to be more ready for Canada, so if I'm in the final it means we did really well."
Rublev will go up against someone who was competing at the Olympics when he faces Alexei Popyrin on Monday.
In his second match of the day, Popyrin ended Sebastian Korda's eight-match winning streak to prevail 7-6 (7-0) 6-3 and progress to the first ATP 1000 final of his career.
"It means the world, it's an amazing achievement for myself to be honest, and sometimes you have to pat yourself on the back," said Popyrin.
"I'll do that, but it's all hands on deck and back to work.
"It was a topsy-turvy first set with some breaks here and there. I had some points at 5-4 but played some sloppy points and didn't convert.
"I just stayed mentally strong and I knew exactly what I was going to do on my next break point if I got an opportunity."
Popyrin (62) is the lowest-ranked player to reach the final of the Canadian Open in the men's singles since Harel Levy, a qualifier, in 2000.
The 37-year-old became the fifth active male player to hit quadruple figures for tour-level matches, marking the milestone with a 6-3 3-6 6-3 victory to snap a four-match losing streak.
Murray holds the record for Queen's titles with five and will look to go deep in this tournament once more when he meets Australia's Jordan Thompson in the second round.
The two-time Wimbledon champion acknowledged the struggles of his lengthy career after this first-round triumph, though suggested he did not know about the landmark moment until just before play.
"I didn't realise, but my mum told me before the match that this was my 1000th match on the tour," Murray said in his on-court interview.
"A lot of matches and a lot of wear and tear in the body and it is not easy but I managed to push through."
Novak Djokovic, Rafael Nadal, Fernando Verdasco and Richard Gasquet are the other active men's players to hit the 1,000-match mark.
That longevity has served well for Murray, who won his first match at the tournament in 2005 and holds a 32-9 record at the ATP 500 grass-court event since.
"During the match, it is difficult but great reward at the end for the hard work and effort I put into the match," Murray added.
"I have not got too many wins this year, it has been a difficult season but did well to come through in the end. Held quite a few tight service games and managed to serve it out well."
Alex de Minaur overcame Murray at Queen's last year en route to the final before losing out to Carlos Alcaraz, who also secured the Wimbledon title after.
Yet De Minaur will not have the chance to make the showpiece of the Wimbledon warm-up this time around, after losing out to Lorenzo Musetti.
The Italian swept the second seed aside with a 1-6 6-4 6-2 victory, teeing up a second-round meeting with Brandon Nakashima.
Popyrin won 6-2 6-4 to complete a remarkable run in Montreal, becoming the fourth-lowest-ranked player to win an ATP 1000 title in the process.
The Australian saved the three break points he faced in set one and, despite dropping a game in the second set, immediately hit back to take the impetus away from Rublev, who had stunned world number one Jannik Sinner en route to the final.
It marked Popyrin's third victory over a top-10 opponent at the tournament, while he also snapped Sebastian Korda's eight-match winning streak in the semi-finals.
Data Debrief: Popyrin ends Aussie wait
Popyrin became the first Australian since Lleyton Hewitt to win a Masters 1000 trophy.
That victory for Hewitt came at Indian Wells in 2003, when Popyrin was only three years old.
Popyrin won 6-2 6-4 to become the first player to win the Canadian Open title in their first main draw appearance in 17 years. The last player to do so was 24-time Grand Slam singles winner Novak Djokovic in 2003.
The 25-year-old defied the odds to beat favourite and world number six Rublev in his third defeat of a top-10 opponent in Montreal.
For the current world number 62, it was a sign that all the effort had been worth it.
"It means the world, for all the hard work I've put in over the years, all the sacrifices I have made," said Popyrin.
"Not just me, but my family, my girlfriend, my team, everybody around me. They have sacrificed their whole lives for me and for me to win this for them is just amazing."
The victory also makes Popyrin the first Australian to win a Masters 1000 since Lleyton Hewitt won Indian Wells in 2003.
He became the fourth-lowest ranked ATP Masters 1000 champion, just two weeks after being defeated by Alexander Zverev on clay courts in the round of 16 in the Olympics men’s singles.
Popyrin fared better against Rublev, who remained optimistic about his performance despite the upset.
“It's a very positive and really good week. [It’s a] really big step forward, and I feel proud of myself that I was able to be really good all the week mentally,” reflected Rublev.
“If we compare my match against him at Monte-Carlo when I was losing, I was behaving 10 times more, and it was first round.
“Here it was a final. Much more pressure. Yes, I still showed a bit emotions today, but compare the matches when I was losing the same way, I think I did much better job.
“That's why I had a little chance in the second set, but it was just not my time I guess.”
Djokovic arrived at the tournament with confidence following his gold medal triumph at the Paris Olympics, and was tipped to lift a record-extending 25th grand slam title.
However, the Serbian's hopes of a fifth success in New York were dashed as he followed fellow favourite Carlos Alcaraz out of the competition in the third round.
Popyrin emerged victorious in three hours and 18 minutes, prevailing 6-4 6-4 2-6 6-4 to confirm Djokovic's earliest exit from the tournament in 18 years.
"I have played some of the worst tennis I have ever played," Djokovic said.
"Honestly, the way I felt and the way I played from the beginning of this tournament, third round is a success."
"I tried my best, I didn't have any physical issues. I just felt out of gas, and you could see that. From the first match, I just didn't find myself on this court.
"Life moves on. I'll try to recalibrate and look forward to what's next."
Data Debrief: Another one bites the dust
Djokovic was far from his clinical best, serving a career-high 14 double faults in a grand slam match and committing 49 unforced errors.
The Serbian will also end the year without winning a grand slam title, the first time he has done so since 2017.
But the day belonged to Popyrin, saving 12 of the 16 break points he faced against the world number two, finding particular success with his forehand as 31 of his 49 winners came from that shot.
Djokovic arrived at the tournament with confidence following his gold medal triumph at the Paris Olympics, and was tipped to lift a record-extending 25th grand slam title.
However, the Serbian's hopes of a fifth success in New York were dashed as he followed fellow favourite Carlos Alcaraz out of the competition in the third round.
Popyrin emerged victorious in three hours and 18 minutes, prevailing 6-4 6-4 2-6 6-4 to confirm Djokovic's earliest exit from the tournament in 18 years.
"I have played some of the worst tennis I have ever played," Djokovic said.
"Honestly, the way I felt and the way I played from the beginning of this tournament, third round is a success."
"I tried my best, I didn't have any physical issues. I just felt out of gas, and you could see that. From the first match, I just didn't find myself on this court.
"Life moves on. I'll try to recalibrate and look forward to what's next."
Data Debrief: Another one bites the dust
Djokovic was far from his clinical best, serving a career-high 14 double faults in a grand slam match and committing 49 unforced errors.
The Serbian will also end the year without winning a grand slam title, the first time he has done so since 2017.
But the day belonged to Popyrin, saving 12 of the 16 break points he faced against the world number two, finding particular success with his forehand as 31 of his 49 winners came from that shot.
Djokovic came from a set down to beat Popyrin in four, confirming his place in the last 16 with a 3-6 6-3 6-4 7-6 (7-3) triumph. He will face Holger Rune next.
The world number two continued his record of having never lost to Popyrin in what was their third meeting, the previous one coming at the Australian Open earlier this year.
The Serbian praised Popyrin for his valiant effort, going on to admit the tie-break in the fourth saw him produce his highest level this year.
"It was another tough match. I didn’t expect anything less than what we experienced on the court today from Alexei," Djokovic said.
"I knew he was going to come to the match with confidence, a lot of self-belief. He was close to winning [when we played] in Australia earlier this year.
"With that serve and powerful forehand, he’s dangerous on any surface.
"I knew he was in form and he was going to come out believing he could win. He was the better player in the first set.
"I think I played a good second and third and the fourth was anybody’s game. He was serving very well. It was very difficult to read his serve.
"It was just a very challenging match, mentally as well, to hang in there. I'm not allowed to have big concentration lapses.
"I think I’ve done well in that regard in one of the best tie-breaks I’ve played this year, that’s for sure."
Data Debrief: Resilient Djokovic shows his class
While Djokovic was far from vintage in the first set, he showed the kind of resilience that we've seen throughout his career.
Djokovic became only the third player in the Open Era to achieve 50 Grand Slam match wins after turning 35, along with Ken Rosewall (64) and Roger Federer (62).
Premier League title-winning coach Guardiola turned his attention away from football on Saturday, watching on as Zverev overcame Cameron Norrie in straight sets.
The Man City boss was joined by Arsenal Women and England captain Leah Williamson, as well as cricketing stars Jos Buttler and Joe Root in a star-studded lineup.
Yet Zverev was most interested in pointing out former Bayern boss Guardiola as the fourth seed urged the Spaniard back to Bavaria.
"For me and for all tennis players it's an honour to play on this beautiful Centre Court and in front of the Royal Box, we had so many sporting legends today," Zverev said.
"For me, Pep Guardiola, when I saw Pep I got so nervous for a few games. Thanks a lot for coming, it's a privilege to play.
"Last thing – Bayern Munich needs a coach. If you're tired of football you can coach me on a tennis court any time."
Zverev was not the only one to notice the football, though, as Novak Djokovic acknowledged the Centre Court crowd were following England's Euro 2024 penalty shoot-out victory over Switzerland.
Having lost the first set 6-4, seven-time Wimbledon champion Djokovic was leading 4-1 in the second when fans burst into applause, leaving both players briefly puzzled.
Yet the pair soon realised the crowd were celebrating England's quarter-final win over Switzerland, before Djokovic mimicked a penalty effort towards Alexei Popyrin.
"I assumed it was a penalty shoot-out between England and Switzerland," Djokovic explained after his 4-6 6-3 6-4 7-6 (7-3) win.
"It felt like for a set and a half the crowd really wanted to understand what the score was in the football match. Did England win in the end? That's why you guys stayed. Congrats to England.
"I tried to shoot a penalty, I'm left-footed, but Alexei defended it well!"
