Top seed Svetlana Kuznetsova won the Pilot Pen title in New Haven.
The Hungarian youngster had made remarkable progress through the draw but Saturday's final proved a match too far.
She even took the first set 6-4 against the former US Open champion, but was clearly in some discomfort as she slipped behind 3-0 in the second.
And it was an emotional Szavay who was forced to retire from the match to hand the Russian her ninth WTA Tour title.
"In the middle of the second set at 4-3, the pain started to get worse and worse," a teary-eyed Szavay said.
"I played too many matches coming from the qualifiers. This was my first tournament on hard (court). It takes a lot on the body."
Remarkably, it was the third successive match that Kuznetsova had won after her opponent retired through injury or illness.