Casey Dellacqua has progressed to the US Open third round, but fellow Australian and former champion Samantha Stosur is out after losing to Kaia Kanepi.

Samantha Stosur faces a desperate fight to retain an Australian Open seeding after suffering a shattering second-round defeat at the US Open in New York.

The 2011 Open champion was left shell-shocked after squandering a one-set lead, then a 4-1 advantage in the rollercoaster third-set tiebreaker and, ultimately, two match points in a gut-wrenching 3-6 6-3 7-6 (10-8) loss to unseeded Estonian Kaia Kanepi on Thursday.

“I’m just really disappointed right now,” she said.

“It’s one of those matches where you walk off and think `what just happened?'”

The loss came four years after Kanepi, the 2012 Brisbane International winner, ambushed Stosur in the first round at Wimbledon and consigned the one-time world No.4 to another disappointing early exit from the New York major.

The Queenslander bombed out in the opening round last year at Flushing Meadows, falling to 17-year-old world No.296 Victoria Duval.

But with no time to mope, Stosur accepted she must quickly pick up the pieces and try to defend a truckload of rankings points accrued from last year’s late-season Asian swing.

Now ranked 21st, Stosur finished 2014 with three straight finals appearances, including a title win in Osaka, and needs to maintain a place in the top 32 to secure a seeding at her slam in January.

“So I’ve just got to really knuckle down and try to learn from what happened today,” Stosur said.

Despite her premature departure from the final slam of the season, the two-time grand slam finalist said success over Wimbledon runner-up Eugenie Bouchard last week and a strong showing against Serena Williams earlier this month had her feeling upbeat.

“I do feel like I’ve started to play a lot better, so that’s a good thing,” Stosur said.

“I know what I did at the end of last year, but I certainly can’t go into these events at the end of the year thinking `geez, I’ve got to defend a final here or a I won this tournament’.

“That’s never the way I’ve tried to go about events.

“There’s still a couple of big points in China where I went out early (last year), so there’s still lots of upsides to the next four weeks playing in Asia.”