She played with strapping on her thigh and stomach, and had to take an injury time-out at the start of the third set.
So it was a surprise when she broke Serena's serve at the start of the match.
She held on to take the opening set but Serena, who didn't play well herself, took over to win the second.
Serena admitted it wasn't easy: "It's really tough but it shows what a great champion Venus is and she is so inspiring for me."
And Venus said: "It was just confusing out here. I came out because I just thought that the fans deserved a final and that's why I was out here."