And no loss stung quite like the one they suffered on Monday here in Brazil.

The No. 12 team from Malaysia, Goh V Shem and Tan Wee Kiong, upset the South Koreans 2-1 (17-21, 21-18, 21-19) at Riocentro-Pavilion 4. Lee and Yoo had gone 5-1 against them in the past.

The South Koreans barely won the hard-fought first frame, unable to put away the feisty Malaysians before taking it 21-17.

Then the Malaysian onslaught ensued, and the flustered Lee and Yoo were pushed around for the rest of the day, as they dropped the next two games.

Lee accepted the outcome because he and Yoo were badly outplayed.

"There were moments when we should have been winning points to open up a larger lead, but we couldn't do that," Lee said, fighting back tears. "It's just disappointing that we played too passively even though we were the higher-ranked team. But we have to live with this result because we didn't play well."

Lee and Yoo have been partners since October 2013 and have held down the No. 1 ranking since August 2014. While they've captured their share of international titles, they have yet to win any of the Olympic gold, world championship or Asian Games gold medal.

Lee, a three-time Olympian and the 2008 mixed doubles gold medalist, said the Rio Games must have brought more pressure on Yoo than on him.

"He tried to make a lot of adjustments along the way and really battled hard through the end," Lee added. "I am really grateful for that."

Yoo managed to hold back the tears while Lee was speaking, but when asked to comment on the match, emotions got the better of him.

"I tried to find ways to overcome this type of pressure," Yoo said, his voice trembling. "If I had returned a few more shots, we would have had a better chance in this match. I wanted to end my Olympics with 'Thank you' to Yong-dae, but I ended it with 'I'm sorry.'" (Yonhap)