"In the third set I noticed I had cramps in my left hand, I was scared because there was a lot of humidity", he explained in his post-match interview.
"I would love to be playing in as many places as possible, but you understand I need to check how I feel in the next couple of days", said Nadal as he pondered his preparation for Wimbledon which gets underway in three weeks' time.
Nadal becomes the second player in tennis history to win 11 singles titles at any Grand Slam tournament after Margaret Court, who claimed 11 Australian Open titles. The king of clay had triumphed once more - this time against the anointed prince.
Nadal will be a big loss to the tournament if he opts to stay away, although fans will be able to see Federer in action again.
Ahead of the game, according to ATP, Nadal said that he will have to give his best against a player (Thiem) who is equally great.
Not much more of a daunting task than doing so against Nadal at the French Open, where he is now 11-0 in finals and 86-2 overall.
Seemingly cruising to victory, that's when Nadal called for the trainer.
Unlike a year ago - when those first few games realistically settled things - Thiem bounced back, breaking straight away.
Nadal added another US Open crown at Arthur Ashe Stadium in NY in 2013 and a third a year ago.
Nadal has no 'obsession' to hunt down Federer tally
At 4-4 Nadal hit a second serve that bounced before it reached the net but he shrugged that off to hold. He bagged the second set when Thiem sent a backhand long.
Despite conceding a 2-0 deficit so quickly, Thiem masterminded points in the following game by whipping rapid forehand winners to restore parity and kept the Spaniard at bay as he spotted some weaknesses in Nadal's stronghold. Thiem began to play better as the set went on, and it was only one break, but he could never earn it back, and Nadal won the second set 6-3.
He had breezed through his opening four matches without dropping a set - extending his own personal best to 37 consecutive sets here - though falling short of Bjorn Borg's all-time record of 41 by losing the opener of his quarter-final against Diego Schwartzman.
But against Thiem, there was nothing wrong with Nadal's start.
Siniakova was the doubles runner-up at last year's U.S. Open with a different partner.
Sunday marked the first time Nadal had faced a player from a younger tennis generation in a Grand Slam final.
Won the French Open on debut in 2005 and a year later beat Roger Federer in the final.
On the women's side, newly-crowned French Open champion Simona Halep continues to lead the pack.
Thiem now needed to win three straight sets against Nadal on clay - and the lone person to do that was Djokovic in their 2015 quarterfinal.