But on Wednesday, the second-seeded Russians and reigning Roland Garros champions held their nerve after losing the second set and jumped out to an early lead in the match tie-break that they would not relinquish for a 64 46 104 triumph.
"We were trying to play aggressive and tried to take advantage of our chances on their serve," said Vesnina, who rose to a career-high No.3 on this week's doubles rankings. "Everybody knows that their serve is their best weapon, so we tried to make our returns and not lose easy points. We returned pretty well and at the key moments we both served pretty well, especially in the match tie-break.
"It's like Williams Sisters Week for us. Of course we wanted to get revenge because it doesn't feel good when you lose to the same person twice in the same week, so we tried to play our best tennis and were really trying to win. It's always something special to get a win against them. For us, it's a great win."
The 13-time Grand Slam champion Williams sisters have now lost three matches in a row for the first time in their legendary partnership.
Another Grand Slam-winning duo also went down Wednesday, as first-time partners Flavia Pennetta and Samantha Stosur rallied from a 5-2 deficit in the match tie-break for a 61 16 106 victory over No.3 seeds and 2011 Wimbledon titlists Kveta Peschke and Katarina Srebotnik.
"This was our first match together and we enjoyed it," Pennetta said. "Peschke and Srebotnik are a really good team. I remember when I played really good doubles with Gisela Dulko in 2011 and 2012, the top teams were us and them and Black and Huber."