Li Na, the Australian Open champion, followed her male counterpart Stan Wawrinka out of the French Open in the first round when she lost 7-5 3-6 6-1 to local favourite Kristina Mladenovic on Tuesday.
The second seed from China, who won at Roland Garros in 2011, admitted she had handed victory to the Frenchwoman through her own failings on another chilly day in Paris.
"I think it doesn't matter who plays today against me, I always lose the match. Today I just gave it away," said Li. "Nobody says if you're No. 2 in the world you have to win all the matches.
"The problem is myself, I don't think I'm doing well on the court. I didn't think totally what I should do, like especially I didn't follow the game plan. In my mind I didn't have any idea how to play the match."
Once dubbed the next big thing of French women's tennis, Mladenovic saved two set points in the opener, lost focus in the second but stepped up a gear again in the decider to wrap it up on her second match point.
"It's incredible, without you I couldn't have done it," a weeping Mladenovic told the cheering crowd. "When such a player comes back in the match, you know you will have to seize every opportunity."
In the men's draw, last year's runner-up David Ferrer, the fifth seed, eased through 6-4 6-3 6-1 against Dutchman Igor Sijsling but 11th seed Grigor Dimitrov, one of the young players expected to challenge the likes of eight-times champion Rafa Nadal in Paris, found giant Ivo Karlovic too hot to handle.
The Bulgarian was beaten 6-4 7-5 7-6(4) by the big-serving Croatian who was the losing finalist in Duesseldorf this month.
"Today he was all over the court. He was just hitting his shots, you know, penetrating every volley, low slice, serving really good. He always serves good," said Dimitrov.
"I just couldn't find the rhythm, and I couldn't achieve any of the little opportunities that I had in the match. So it's something to obviously learn from, but it was one of those days that you can't control anything. It happens."
Simona Halep, seeded fourth, narrowly missed inflicting the first "double bagel" of the tournament after serving for the match when leading Alisa Kleybanova of Russia 6-0 5-0.
But the Romanian lost concentration and gave up two games before winning on her first match point. "I was thinking at 5-0 that I can win 6-0 6-0, but wasn't too good. I was a little bit relaxed after that, and it was cold."
The diminutive Halep won the juniors' title at Roland Garros in 2008 and her power and accuracy from the baseline will trouble all but the best here. She next plays British qualifier Heather Watson who beat Barbora Zahlavova Strycova of the Czech Republic 6-3 6-4.
Japan's Kimiko Date-Krumm, the older stateswoman of the WTA Tour at 43, saved four match points but still went down 6-3 0-6 6-2 to 24th seed Anastasia Pavlyuchenkova.
Svetlana Kuznetsova, the Russian 27th seed and 2009 French Open champion, eased through 6-3 6-1 against Georgia's Sofia Shapatava.