The Indo-American pair lost lost 4-6, 2-6 in the quarter-final of the USD 220,000 WTA hard court event after battling for one hour and seven minutes.
Sania got 70 ranking points for making the last-eight pair stage and will share USD 1650 prize money with Vania.
To survive in the event, Sania will have to beat World number 13 and second seed Marion Bartoli of France in the singles competition on Friday.
Sania and Vania had plenty of chances against their rivals in the both the sets but could not cash in on.
They dropped serve twice in the first set and missed equal number of chances on their opponents' serve.
They saved five breakpoints and were successful in breaking the French pair once but that was not enough.
The second set too saw the second seeds missing many a chances as they squandered three breakpoints and dropped their own serve thrice.