Serena Williams expressed nonchalance at the prospect of a calendar Grand Slam, happy enough with her two 'Serena Slams'.

After losing her first set in her US Open and Grand Slam bid, Williams said she is not feeling the pressure of expectation - despite an error-prone 3-6 7-5 6-0 win over Bethanie Mattek-Sands.

Williams is in the midst of her second period of holding all four major titles without doing it in all one year - the previous instance being in 2003.

"I wasn't nervous at all, just the second round. From Cincinnati [onwards], I felt good. I mean, I don't have to win this event. It's not the end of the world for me," Williams told a news conference on Friday.

"I told you getting to Wimbledon and winning the Serena Slam - that really meant a lot to me. That tournament I felt on the edge a lot. This one I don't feel that way.

"I think people feel that way more than I do, but I don't feel like I need that more than anything."

She later conceded about the awareness of her feat: "I mean, of course it's there. 

"I'm not a robot or anything. But at the end of the day I'm just here to do the best I can. 

"If that means I win, then great. But if it doesn't, then you know what? I can't let that affect me because I still have other tournaments to play."

Williams will next face Madison Keys, the 19th seed, in a re-match of their Australian Open semi-final in January.

The world number one said it will be a battle of varying styles.

"She [Keys] runs around and hits forehands a lot. I tend to run around and hit backhands, which is just odd... we both have good serves," Williams said.

"She does everything really well. She has a good return. She has a heavy shot. She's moving well. So she does everything really well."