At the US Open on Wednesday, there was she again, under the bright lights of New York but in the most intimidating stadium in world tennis.
The 20-year-old had been a bundle of nerves in her first match on Monday at Louis Armstrong Stadium and needed nearly three hours to advance.
But on Wednesday, in front of a much bigger audience, she passed her latest test with flying colours, demolishing Poland's Urszula Radwanksa 6-1 6-1 to ease into the third round.
"I just had a goal, I was going to come out here and play aggressive, not miss a ball and make her work. That's all I can do," she said in a courtside interview.
"I have nothing to lose. It's the US Open so might as well come out and swing and have fun and I think that's what I did tonight."
If Stephens was unfazed by the boisterous crowds and the daunting size of the centre court stadium, she was unruffled by the late timing of her match.
After rain had washed out most of the day session and delayed the start of the night programme, her match did not begin until 11.53 p.m.
Only one match, the 1987 clash between Gabriela Sabatini and Beverly Bowes that started at midnight, had begun later.
"I never started that late. It was definitely a long experience," she said.
"But I played good. Maybe I should do that more often.
"Winning my first match on Ashe is a good feeling, a good way to do it."
Stephens also made the third round in her two previous appearances in the main draw at the US Open. To make the fourth round for the first time, she will need to beat her Fed Cup team-mate Jamie Hampton after she beat Kristina Mladenovic of France 7-5 6-4.
"It's always tough playing obviously another American. Jamie is a good friend. Obviously it will be a good match," Stephens said.
"Playing at the US Open, it's a pretty big deal. I'm looking forward to it."
- Sports & Recreation