James Blake, like anyone who's any good, takes losing hard. Over the years he has learned to make some kind of peace with it, since even the best player in the world must endure it now and then. This is one of those principles that jocks have knocked into them early, as they try to shape their minds to the rigors of competitive sport. They must arm themselves with clichés, not just for speaking to the outside world, but for speaking to themselves. Mettle seems to require a cultivated obliviousness, a nice breeze between the ears.

So who knows what was passing through Blake's mind last spring in the first round of the Italian Open? Blake had arrived in Rome with his highest world ranking ever—No. 7—and had enjoyed, in the previous twelve months, one of the greatest comebacks in the history of the sport. But he'd had a few rough matches recently, and on this day, on red clay against an unseeded Frenchman named Florent Serra—and on the cusp of the summer Grand Slam season, which culminates this month at the U.S. Open—he didn't seem to have it.

Blake is a ferocious player. He has one of the best forehands in the game, a howitzer that he has learned to deploy with tact, and he is as quick and agile as anyone in tennis shoes. But clay requires a degree of patience that big hitters often find hard to muster, and before long his frequent misses and strategic miscues had him crying out his own name in vain. "James!"

Watching him were his older brother, Thomas, a former player himself, who was acting, temporarily, as coach and fixer; their mother, Betty, who'd come from their hometown, Fairfield, Connecticut, to see Italy for the first time; and two of her friends, who were enthralled by Rome ("I don't think I'll ever eat a tomato from Stop & Shop again!"). They watched as Blake lost the first set, then failed to close out the second on his serve. Betty Blake, a sharp-featured, sardonic Englishwoman with short blond hair, made the exclamations of a forgiving fan—"Aw, too bad. Nice try, James!"—who senses that the outcome will not be good and that her boy is beginning to realize it.

The Italian Open may be the most elegant tournament in tennis. It's not a slam, so it doesn't attract big crowds—it's mostly the locals, with their sigaretti and cellulari—and the grounds, in a park near the Tiber, are intimate and tinged with just enough ancient ambience. The stands on the grandstand court, where Blake was playing, consist of marble slabs, like giant steps, looking down on a pit of crushed red brick; you half expect the players to come out in loincloths and sandals.

Blake, however, doesn't seem to like Rome. Like most Americans, he prefers hard courts to clay, and he finds foreign cities complicated—the languages, the food, the traffic. The tour's spring swing through Europe can be a lonesome grind. "And Europe is a lot less fun after a loss," he said when I met him the next day at the Parco dei Principi, a giant neoclassical hotel near the Villa Borghese, where most of the players stay.