But the South Korean star managed to stop herself after a disappointing second shot at the 16th hole Sunday in the final round of the KPMG Women's PGA Championship at Kemper Lakes Golf Club in Kildeer.
Ryu was able to increase her lead to two shots with a birdie on the same hole, but her tee shot on the 17th went into the water.
"Actually, this is my first time feeling this kind of emotion, being this emotional", Ryu said through an interpreter.
Fifth-ranked Ryu and sixth-ranked Park each birdied the first playoff hole, the par-4 18th, while Nataoka was eliminated with a par.
Ryu and Park traded birdies to set up a one-on-one showdown to decide the tournament.
Park shot a bogey-free 69, while Ryu shot a 73 with plenty of ups and downs.
"Wind just took it really hard to the left, and then it's in the water hazard", she said. "I would have liked to have shot a little bit better today, but one-under when it was so hot and so windy, I'll take it". "Keep improving and one day I want to lift that trophy".
But this time, it was Park's turn. "That's what really made me cry", Park told reporters.
A victory by Ryu would give her three legs of the grand slam, after the 2011 U.S. Women's Open and the 2017 ANA Inspiration.
Nine strokes behind Ryu entering the day, the 19-year-old Hataoka almost pulled off one of the biggest comebacks in LPGA Tour history.
Park and Ryu both missed good birdie chances at the final hole of regulation but proved quick learners at the same par-four to start the playoff.
Ryu was watching intently as Park hit her critical recovery shot at the 16th. While she now is one of only two players with two wins this season, she also has five missed cuts.
Angel Yin made seven birdies on Sunday and shot just 1-under and tied for fourth, her best finish in a major championship.
The two-time major champion closed a five-under 67 to pull clear of fellow overnight joint-leader Brooke Henderson in scorching conditions in IL.
Players have had to battle high temperatures this week and on Sunday they will start earlier than normal as weather forecasters are predicting thunderstorms in the afternoon.
Park had been stoic on the course all weekend, but she indulged in a few fist pumps and could not hold back her tears after sinking her final putt.
Park, who began the day four shots behind, then went to 9 under with back-to-back birdies, chipping in on the par-3 third and making a short putt on No. 4.
Earlier, Ryu, also a victor of two majors, seemed likely to complete the third leg of a career grand slam when she led by two strokes with two holes remaining in regulation. On the seventh, she finished with about a 20-foot putt.
"I did not think I would be in the playoff, but before the tournament started, I thought double digits was a good score to reach for", said Hataoka, who got to 10 under overall to make the playoff.
Things would remain that way to set up the second playoff in an LPGA Tour major this year.
Park, last year's LPGA Rookie of the Year, won her second title of the year after the LPGA Texas Classic in May. It was not the finish she was looking for at the Kemper Lakes Golf Club in Kildeer, Illinois - just outside Chicago.