The 37-year-old Hall of Famer from Sweden closed with a 2-under 71 in the Ladies European Tour event. She was five shots behind winner Martina Eberl of Germany. Sorenstam had three birdies and one bogey, completing the 54 holes at 9-under 210.
Winner of 10 majors and 72 LPGA titles, Sorenstam will retire at the end of the season to start a family and pursue business interests. She has three LPGA titles this season.
Eberl closed with a 66 for a total of 14-under 205. It was her second European win in 76 tournaments since 2003.
Eberl, tied for second with Sorenstam entering the final round, overcame a six-shot deficit to beat England's Melissa Reid by a stroke. Reid, the tour's leading rookie, shot a 73.