Not when she was twice a point from dropping the opening set of her first Grand Slam semifinal at the Australian Open. Not when she was twice a point from dropping the second set, either.
And the American is into her first major final at age 21 -- beating the woman ranked No. 1, Ash Barty, to get there. Now Kenin will need to beat a former No. 1, Garbiñe Muguruza, to grab the trophy.
Kenin saved a total of four set points to stop home hope Barty's bid to give Australia a long-awaited singles champion at Melbourne Park, pulling out a 7-6 (6), 7-5 victory on a stiflingly hot Thursday.
"I was telling myself: 'I believe in myself. If I lose the set, I'm still going to come out and believe,'" said the 14th-seeded Kenin, who never had been past the fourth round at a major. "Yeah, I really did a great job with it. I didn't give up."
Muguruza fended off four set points in the opener of her semifinal and wound up defeating No. 4 Simona Halep 7-6 (8), 7-5 in a matchup of players who have won Wimbledon and the French Open but not the Australian Open.
It was a streaky contest: Muguruza led 5-3 in the first set before Halep took 15 of 17 points to earn a pair of set points. Muguruza then took seven consecutive points. And so on, until Halep put a shot in the net to relinquish that set, then smashed her racket and sat on the sideline, shaking her head.
"I wasn't thinking I was down," Muguruza said. "You keep going."
Barty — who won the French Open last June, beating Kenin along the way — was hardly at her best Thursday, especially at the most crucial moments. Maybe she was burdened by the task of trying to become the first Australian woman since 1980 to get to the final of the country's Grand Slam.
"Unfortunately, couldn't quite scrap enough to get over the line," said Barty, who held her niece on her lap at the post-match news conference. "Just didn't play the biggest points well enough to win."
Instead, Kenin is the first American other than a Williams sister to reach the Australian Open final since Lindsay Davenport in 1995. And Kenin is the first American woman to beat the No. 1 player at any major since Serena topped Venus at Wimbledon in 2002.
"She has the ability to adapt," Barty said. "She's extremely confident at the moment, as well."
Those inside the sport know. But Kenin has been overshadowed by some of the many other American women making waves in recent years.
"I mean, yeah, I know people haven't really paid attention much to me in the past. I had to establish myself, and I have," Kenin said. "Of course, now I'm getting the attention, which I like it. Not going to lie."
Kenin, who was born in Russia and moved to Florida as a baby, burst onto the scene in 2019 by winning three singles titles, upsetting Serena Williams in the third round at Roland Garros, and soaring from No. 52 to No. 12 in the rankings.
She didn't face a seeded player in this tournament until Thursday, but did eliminate 15-year-old sensation Coco Gauff in the fourth round.
Barty and Kenin stepped out in Rod Laver Arena in the early afternoon under a cloudless sky and a vibrant sun. The temperature topped 100 Fahrenheit (38 Celsius) in the first set, 20 to 25 (10 to 15) degrees hotter than it's been for much of a chillier-than-usual 1½ weeks so far at Melbourne Park.
Barty braced herself by wearing an ice towel around her neck at changeovers.
In addition to making it uncomfortable for players and fans alike, the conditions caused balls to zip through the air and fly off rackets, rendering it that much harder to control shots. Add that to some jitters, and neither woman was at her best in the opening set.
Barty's one-handed slice backhand was not as reliable as it normally is. Kenin's movement and groundstrokes seemed to lack their usual verve.
It took Kenin 43 minutes to register just one forehand winner, while 11 of her initial 14 points resulted from unforced errors by Barty.
After one lost point, Kenin hit herself in the thigh. On the next, she flubbed a high volley and dropped her racket to the ground. Up in the stands, Kenin's father, Alexander, who is also her coach, put his hands on his head.
Hours later, he could smile as he looked back at the big win and ahead to what's next.
"The basic plan that we developed, we stuck to it, and it looked like it worked," Dad said.
Asked what he thought it will be like to see his daughter participate in her first Grand Slam final, he replied: "Never been there, so I don't know. Let's see."
Barty had two chances to claim the first set but couldn't. Same thing happened in the second.
Kenin now will climb into the top 10 of the rankings. One more win, and she'll achieve something even more significant: The right to call herself a Grand Slam champion.
"She deserves that respect," Barty said, "and she deserves the recognition."