Three-times grand slam champion Davenport hit back to level at 3-3 but Clijsters broke again to lead 4-3 when the fourth-seeded American committed a series of errors.
But with the 28-year-old Spaniard breaking to lead 5-3 in the second set, Federer looked stunned and as his uncharacteristic errors showed no sign of stopping, the match was soon level at one set all.