The Belgian mother-of-one, set to retire this season, went down 6-4, 1-6, 6-3 to third seed Victoria Azarenka from Belarus on Rod Laver Arena but said she had given her all in her title defense.
"That's definitely something that I'm proud of, that I was able to fight through tough matches," said 11th-seed Clijsters, when asked about her performances despite suffering an ankle injury in the fourth round.
"I could have been home already two days ago," she added. "I feel that I really gave it 200 percent, so in that way I really don't feel like I could have done anything differently these last two weeks."
Four-time grand slam winner Clijsters looked in deep trouble when she rolled an ankle against China's Li Na, an injury that needed intensive treatment before her quarter-final win over Caroline Wozniacki.
Clijsters missed months at the end of last season with an abdominal problem and she suffered a hip spasm which forced her out of this year's Brisbane International. She has also had a scan in Melbourne for a neck problem.
She said her next big target was the French Open, which she has never won. Clijsters has won three US Open crowns plus last year's Australian Open but her best at Roland Garros was reaching two finals, in 2001 and 2003.
Since her dramatic return from retirement in 2009 she has missed the 2010 French Open through injury and crashed out in the second round last year.
"That's definitely been one of the frustrations that I think I've had over these last couple of years, or even since I've come back, is that I haven't really been able to give it a good shot at the French Open," she said.
"It is a challenge. It's one of the goals that I have this season, is to give myself a really good preparation on the clay courts and try to be close to my best level when I get to the French Open."
Clijsters, who is enormously popular in Australia and is known as "Aussie Kim" since her relationship with Lleyton Hewitt, said she had not had time to contemplate what it was like to play in Rod Laver Arena for the last time.
"You don't think about it," she said. "The loss is too fresh I think to think about something else. So I'm sure that will sink in in the next couple of days."
She added that playing tennis had been the most intense experience of her life -- except giving birth to her daughter, Jada.
"It's given me so many great memories and emotional roller coasters. I don't think you can experience that again in any other thing in life, maybe except giving birth," she said.