The 32-year-old said that his defeat by Novak Djokovic was made less painful by the sight of Myla Rose and Charlene Riva cheering him on from the player's box with their mum Mirka.
"It's even more memorable when I see my kids there with my wife and everything. That's what touched me the most," Roger said at the match.
"Disappointment of the match itself went pretty quickly ... so happy to see family and nice ovations from the crowd lifted me up and made me feel better."
Dressed in matching floral dresses and with their hair done up in French braids, the girls were all smiles throughout most of the match - although they adorably covered their faces when the tension became too much.
Roger and Mirka have beaten the odds to have not just one set of twins - but two.
They welcomed their sons Leo and Lenny in May. It is not yet known whether the boys are identical like their older sisters.
Leo and Lenny were not at the game - at just two months old it's possibly a little early to expect them to appreciate their father's sporting prowess - but they will soon be joining the family in celebrating their sisters' fifth birthday on July 23.
Roger wasn't the only one ensuring the Wimbledon final was a family affair. Novak - whose partner of nine years Jelena Ristic is expecting their first baby in October, - also dedicated his victory to his 'future wife' and their 'future baby'.