The financial services company signed a five-year deal with the Lawn Tennis Association (LTA) in 2008, believed to be worth around £25m a year.
As part of the commercial partnership, Aegon became the headline sponsor of the pre-Wimbledon tournament at Queen's Club in West London, which was renamed the Aegon Championships.
In yesterday's final, the crowd was left fuming after the referee ruled Nalbandian had to forfeit the match, mid-way through the encounter, because he injured an official.
The match was being televised live by the BBC.
Speaking to Marketing, Ian Murray, head of sponsorship and events at Aegon, said: "This is not bad news for us. Things happen in sport. What you have seen in the media is that this was the right decision [to disqualify Nalbandian].
"From a sponsor's point of view, I am disappointed about the final and it is not great for sports. But I don't think there is any damage to our brand."
Murray added that the incident would not have any impact on the LTA's sponsorship agreement with Aegon.
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