Britain's Jamie Murray and Brazilian partner Bruno Soares must continue their wait for an ATP Finals title after they lost to American pair Mike Bryan and Jack Sock in the semi-finals.
Murray and Soares were beaten 6-3 4-6 10-4 at London's O2 Arena to go out at this stage for the third straight year.
Bryan and Sock only started playing together earlier this year when Bryan's twin brother Bob was injured.
The fifth seeds will play Pierre-Hugues Herbert and Nicolas Mahut in the final.
"We did well to come back into the match and finish the second set strongly, but then we made a slow start in the tie-break and we weren't able to come back from that," said Murray.
Sock reached the ATP Finals in the singles last year but, after dropping dramatically down the rankings, has found more success alongside 18-time Grand Slam champion Bryan.
"This is extremely special," Sock said.
"My singles year wasn't spectacular, there have been some low moments mentally, so to have success in doubles with a friend has been great."
French eighth seeds Herbert and Mahut won 6-3 5-7 10-5 against Colombian second seeds Juan Sebastian Cabal and Robert Farah in Saturday's second semi-final.
BBC tennis correspondent Russell Fuller
Mike Bryan and Jack Sock have proved themselves a formidable team since pairing up mid-season when Mike's twin brother Bob needed hip surgery.
They have won both Wimbledon and the US Open. Mike has more Grand Slam men's doubles titles than anyone in history, and Sock - who has had an awful year in singles - is an unpredictable and richly talented doubles player.
His forehand, packed with power and spin, made the difference in this match. Murray and Soares, despite the disappointment of a third successive semi-final defeat, may feel they could not have done much more.