The left-handed Delhi boy and Taipei's Lu joined hands at the last moment and tasted success against some good combinations. (Agencies)
They beat experienced Israeli pair of Andy Ram and Jonathan Erlich before going down to fifth seeds Aisam-Ul-Haq Qureshi and Jean-Julien Rojer following a tremendous fight in the third round.
"Lu was pretty solid from the baseline and returned well. I took charge at the net. So we complemented each other well," Divij said.
"It's been a great experience. Till a few days before the entry deadline I wasn't sure I was going to make the cut. Lu wasn't making the cut with the guy he was signing with so both of us decided to sign together," he said.
Divij, who made his Slam debut with compatriot and regular partner Purav Raja at Wimbledon this year, said he is satisfied with his efforts.
"It's always fun playing at a Grand Slam. It's the highest stage one can play tennis at and that's where you want to be as a professional tennis player,” Divij said.
"I am really happy with my performance this week. Have played some really good teams and done well against them. This week has given me a lot of confidence," he said.
At Wimbledon, Divij and Purav reached the main draw through qualifiers and bowed out in the first round after a marathon first round against American Nicholas Monroe and Simon Stadler.
The left-handed Delhi boy and Taipei's Lu joined hands at the last moment and tasted success against some good combinations.