Nadal withdrew from the tournament for personal reasons, according to his press spokesman.
At the team competition between Europe and the rest of the world in London on Friday, Nadal and Roger Federer lost in a deciding match tiebreak.
For much of the summer, Nadal has battled an abdominal injury. After he lost in the fourth round of the US Open, he had more problems with the pain and pulled out of his semifinal at Wimbledon.
Nadal told reporters at the O2 Arena in London that he needed to return to Mallorca.
Nadal said he was not good. These have been difficult weeks in that regard. Less than an hour of sleep, a bit of stress, and more difficult situations at home.
It's a different pressure to the one you're used to in your professional life, as a result, I've had to deal with all that. Thankfully everything is okay and we are more calm. The most important thing for me was being able to come here.
After winning the Australian Open in January, Nadal won the French Open for a 14th time and a record 22nd Grand Slam title.