Greg Rusedski admitted he turned down the chance to finish his match on Thursday, after losing to Joachim Johansson in the gloom on Centre Court.
By Ian Westbrook
BBC Sport at Wimbledon
The Swede wanted to accept referee Alan Mills' offer to halt play when leading 6-5 in the fourth set.
But Rusedski wanted to play on and admitted: "I wanted to finish the set as I was positive I could win it.
"I hoped to be able to play a fifth set tomorrow and it is disappointing to lose when you play so well."
Rusedski also dismissed fears that he may have made his last appearance at Wimbledon.
"I will be back next year and I hope I will get a seeding which will help, as well as the luck of the draw," he said.
"I still enjoy playing so why should I retire when that is the case?
"I have just pushed the world number 10 to the limit. If I can do that on grass and his coach says he was much better than in round one, what more can I do?"
"It's been a while since I played that well at Wimbledon - it was probably my best display since beating Andy Roddick in 2002," he said.
"I have worked harder than ever to get where I am and I have had some rough draws, but the crowd appreciate what I have given for this game.
"I always give 100% and they want to drive me on to win these matches."
Rusedski was full of praise for Andy Murray, adding: "I am really proud of what Andy has done in winning his first-round match but he realises he has only beaten the world's 140th best player," he said.
"He is junior US open champion and has a good attitude and is doing very well.
"I can a see bright future for him and hope more kids can follow his example and I would like to wish him well."