In
2004, Davenport won a tour-high seven titles, including four straight during the summer (Stanford,
Los Angeles, San Diego, and
Cincinnati). She also had the most match wins on the
WTA Tour, with 63. She finished the year ranked first for the third time in her career.
Her success continued into
2005 when she reached her first Grand Slam final, at the
Australian Open, since the
U.S. Open in
2000. Unfortunately for Davenport, she lost a one set lead in the final, falling to
Serena Williams in three sets.
At a tournament in
Indian Wells, California in March, Davenport made history by defeating world number three
Maria Sharapova 6-0, 6-0. It marked the first time that a player ranked in the top three had ever been "shut out" on the WTA tour and was also the first time Sharapova had failed to win a game during a match.
Davenport bypassed the European clay court season and went to the
2005 French Open without having played a professional competitive match for weeks. She confounded expectations with a run to the quarterfinals on her least favourite surface, including a come-from-behind victory over
Kim Clijsters in the fourth round. Davenport lost to eventual runner-up
Mary Pierce but returned for
Wimbledon as the top seed.
She easily made it to the fourth round, where she was tested again by Clijsters but came through in three sets to win her second successive match against the Belgian. Davenport then reached the semifinals, where her match against
Amélie Mauresmo was interrupted by rain and was completed over the course of two days. Davenport eventually defeated Mauresmo 6-7, 7-6, 6-4 and faced 14th seeded
Venus Williams in an all-American final. Davenport lead most of the way, including having a match point at 5-4 in the final set. Williams went on to win 4-6, 7-6, 9-7 in the longest (in terms of time)
Wimbledon final in history. In that match, Davenport sustained a serious back injury while leading 4-2 (40-15) in the final set, although she acknowledged after the match that the injury did not cause her defeat and that Williams was the superior player on the day. The injury forced Davenport to withdraw from
Fed Cup competition. She returned to the tour in
Palo Alto, California. After reinjuring her back in a warmup just hours before her match, Davenport retired while trailing 5-0 in the first set. This back injury then forced her to withdraw from other hardcourt events in
Carlsbad and
Los Angeles.
Davenport returned to the WTA Tour in August, winning her comeback tournament in
New Haven, Connecticut without dropping a set. Davenport then reached the quarterfinals of the U.S. Open, where she held a match point on
Elena Dementieva before falling 7-6 (6) in the third set. Davenport briefly lost the #1 ranking following the event.
After the loss at the U.S. Open, Davenport captured the title in
Bali without dropping a set and subsequently qualified for the
WTA Tour Championships. She then won the title in
Filderstadt, Germany, defeating Mauresmo in the final for the second year in a row. The win made her only the tenth woman ever to win 50 career WTA singles titles.
In
Zurich, Davenport defeated
Daniela Hantuchová 3-6, 7-5, 6-2, saving two match points. By winning the match, Davenport was assured of recapturing the World No.1 ranking from Maria Sharapova the following week. In subsequent matches, she inched past
Francesca Schiavone 6-4, 4-6, 6-4 and defeated seventh seed
Anastasia Myskina 6-0, 6-4 to reach her sixth Zurich final in as many visits and set up a rematch of the 2002 final with Swiss
Patty Schnyder. Davenport overcame the sixth seed 7-6 (5), 6-3 for her fourth title at Zurich and her sixth title of 2005, second only to Clijsters' nine. It was also the first time Davenport had saved match points en route to a victory since the
1999 U.S. Open. The Zurich Open victory left her with eleven Tier I titles, second among active players.
Davenport was a semifinalist at the WTA tour year-ending championships (losing to Mary Pierce 7-6, 7-6), which ensured that she finished the year ranked No. 1. 2005 was the fourth time that Davenport ended the year ranked No. 1, joining
Chris Evert, Martina Navratilova, Steffi Graf, and
Monica Seles as the only female players to end a season ranked first at least four times.
In
2005, TENNIS Magazine ranked Davenport 29th in its list of
40 Greatest Players of the TENNIS era.
On
February 22, 2006, Davenport became just the eighth woman in WTA history to win 700 singles matches, when she handed out her fourth career "double bagel," defeating
Elena Likhovtseva 6-0, 6-0 in the second round of the [Dubai Duty Free Women's Open.
Davenport was absent from the court from March 2006, when she was defeated in the fourth round of Indian Wells by
Martina Hingis 6-3, 1-6, 6-2, until August 2006 with a back injury. She returned in Los Angeles, losing to
Samantha Stosur 6-7, 6-4, 6-3 in the second round (having received a first round bye). It was Davenport's earliest exit from a tournament since early 2003. Davenport attributed the loss to her having resumed training only three weeks prior to the start of the tournament. Davenport had re-hired Adam Pieterson as her coach, with whom she worked during her 2004-05 resurgence.
After the loss in Los Angeles, Davenport returned to the Pilot Pen Tournament in New Haven, defeating
Katarina Srebotnik and Schiavone in her first two matches. Davenport then faced world #1 Mauresmo in the quarterfinals, posting a 6-4, 7-5 victory. In the semifinals, Davenport defeated Stosur (who had beaten Davenport in Los Angeles) 7-6, 7-6. Davenport was forced to retire with a right shoulder injury while playing
Justine Henin in the final.
Despite injury concerns, Davenport reached the 2006 U.S. Open quarterfinals where she again lost to Henin, 6-4, 6-4.
Davenport's last competitive match before the announcement of her pregnancy was a quarterfinal loss in
Beijing at the
China Open to Mauresmo 6-4, 6-3, who was at the time the top ranked player in the world. It was Mauresmo's first win over Davenport after losing nine straight times.