The Indian qualifier, who savoured his best ever performance on the ATP World Tour, went down fighting 4-6, 6-4, 3-6 against the world number 45 from South Africa in the quarter-finals played on Friday.
IMAGES from matches played on Day 7 of the French Open at the Roland Garros in Paris on Saturday
The returning Scot also announced his withdrawal from next week's Rogers Cup in Toronto.
Serena Williams recovered from a set down to beat Australian Ashleigh Barty 3-6, 6-3, 6-4 and book a place in the third round.
The FIFA 2022 World Cup will kick-off in Qatar on Sunday, November 20. Here is a list of the 26-man squads playing in the quadrennial global football extravaganza.
Bhambri, ranked 200th, recovered from a set down and registered what turned to be an emphatic 6-7, 6-3, 6-1 win over Pella in a match that lasted for two hours and 10 minutes.
Images from Monday's action at the French Open.
Moments to remember from the quarter-finals.
Summary of sports events and persons who made news on Wednesday
Roger Federer began his 63rd consecutive Grand Slam tournament with a majestic 6-1, 6-3, 6-3 first-round win over little-known Bosnian Damir Dzumhur at Wimbledon in London, on Tuesday.
A round-up of Thursday night's matches from the Euro 2020 qualifiers.
IMAGES from the Euro 2020 qualifiers
Napoli kept their hopes of a first Serie A title since 1990 alive with an epic 4-2 win over 10-man Inter Milan after a Carlos Tevez hat-trick had put leaders Juventus six points clear with a 4-0 rout of Sassuolo on Sunday.