Dravid abruptly quit for the same reasons and Anil Kumble simply called it quits after losing his magic with the ball.
The three didn't face even half the pressure of what Dhoni is going through now. His captaincy is hanging by a thread after routs in England, Australia and humiliation at home against England.
But the Ranchi man has continued to amaze the way he has managed to keep his mind uncluttered by the pressures of the job when it comes to focusing on his own performance.
He's among the special breed who relish the challenge of playing when the chips are down and the world is against you.
His performance on the third day of the first Test on Sunday will go down as one of the great acts of leading from the front.
On an absorbing day of cricket of what is turning out to be another outstanding game between India and Australia, Dhoni smashed an unbeaten double hundred (206 not out; 243 balls, 22 fours and five sixes) to help his team take control of the game.
Virat Kohli was the other star performer of the day, helping himself to a stylish century while playing the ideal foil, first to Sachin Tendulkar and then to Dhoni.
Powered by these two, India finished the day on 515 for eight, to gain a lead of 135 with two wickets in hand.
The opening session of the third day's play was all-important.
Quick breakthroughs for Australia would have brought them right back into the game. It was as engrossing as it can get as the Australian pacers stretched every sinew in their bid for early inroads.
Tendulkar failed to get his third straight hundred against the Australians at the Chidambaram stadium, but he played his part by seeing off James Pattinson (morning spell of 5-2-6-0) and Peter Siddle's (4-2-6-1) fiery opening burst, alongwith Virat.
The visitors though had their man from an unexpected source when off-spinner Nathan Lyon bowled Tendulkar through the gate with one that spun in viciously off the rough outside off-stump.
With the hosts 184 runs still behind, Australia fancied their chances of taking the first innings lead.
But those thoughts quickly evaporated when, in a breathtaking counter-attack, Dhoni blazed away and soon scattered the Australian fielders.
The second new ball was greeted as if the umpire had signalled the start of powerplay in a one-dayer as Dhoni and Virat hammered 54 in seven overs. Even the wicket of Virat after a partnership of 128 runs didn't have any impact on the India captain.
Not given to emotions - the crowd ovation to his 100, 150 and 200-run marks were acknowledged by simply raising the bat - it was a poignant moment when at the end of the day he stopped just before the boundary line, and turned to wave his bat to all corners of the stadium.
Always a team player, but for once he seemed to publicly accept that it was a special knock. With Bhuvneshwar Kumar showing his batting temperament on debut, Dhoni can extend this dream knock.