Paddy Tally's tenure as Down boss began with defeat as Conor Madden's late point gave Cavan a 0-13 to 1-9 win in the McKenna Cup.
The Breffnimen led by five midway through the second half but Down fought back through a Pat Havern penalty before Conor McGrady twice levelled.
It is the third time in 2018 that Cavan have got the better of Down.
Elsewhere holders Donegal began their title defence with a comfortable 0-21 to 0-11 win over Queen's.
At Kingspan Breffni the two sides, who played out a fiery All-Ireland qualifier in June, produced an even opening half and went into the break with the scores level at six points each.
Having taken over the role following the departure of Eamonn Burns, Tyrone-native Tally will have been pleased with his side's spirited second half comeback despite ultimately coming up short.
Cavan goalkeeper Raymond Galligan provided three invaluable scores from frees, the last of which began a run of five unanswered points.
Havern's penalty narrowed the gap to two before influential substitute McGrady kept his composure to level.
The Downpatrick clubman was on hand again to find another equalising score three minutes into additional time but it was to be in vain with Madden putting the ball over a minute later to give Cavan a winning start.
Donegal too strong for Queen's
Ciaran Thompson scored four points at MacCumhaill Park as the Ulster champions proved to be too clinical for Queen's, who trailed from the second minute onwards.
Declan Bonner used the opportunity to further blood several of the county's much-vaunted young talent.
Thompson, along with Jamie Brennan and Michael Langan featured prominently, having established themselves as important players for the Tir Chonaill men during their successful provincial campaign.
Even without the likes of Michael Murphy, Patrick McBrearty and Ryan McHugh, Bonner's side had too much going forward for Queen's to deal with.
Donegal meet Down in the next round of McKenna Cup fixtures in Newry on 6 January.
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