The US tennis star and world no.3 was thrashed by Iga Swiatek in the WTA Tour Final, but was able to fall back on her sense of humour.
Her Polish opponent won the final in straight sets to finish 2023 as world no.1, her second year running.
She did so in dominant fashion by taking down Pegula 6-1, 6-0, meaning the defeated finalist's final set of the year ended without a single game won.
That feat is commonly known as a 'bagel' in tennis circles, something Pegula could only joke about on Instagram, writing: "Ended the year through the Iga bakery factory lol."
She then added: "Jokes aside, 2023 in the books."
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It was a positive year for the 29-year-old, who also achieved no.1 status in doubles along with her no.3 ranking in singles.
The Buffalo native also won over a number of new fans, as shown following her defeat in Cancun.
The crowd were heard chanting 'Jessie, Jessie' after the match, which saw here rise to her feat and applaud the audience.