
Federer, who went out in his last ATP match 11 days ago in Paris to David Nalbandian, last lost two consecutive matches in spring 2003 when he was beaten back-to-back by Mark Philippoussis in Hamburg and Luis Horna at Roland Garros.
Federer held 10-0 career mark over Gonzalez and had lost just two sets out of 29 going into the contest.
Federer remains in the chase for a fourth season-wrapup title from the last five editions, but faces a fight in the Red group.