Caroline Wozniacki and fifth seed Sam Stosur both suffered early exits on the third day of play at Wimbledon.
Seventh seed Wozniacki was beaten by Tamira Paszek in a rain-interrupted match, losing 5-7 7-6 (7-4) 6-4.
US Open champion Stosur lost 6-2 0-6 6-4 to Arantxa Rus, while 11th seed Li Na lost 6-3 6-4 to Sorana Cirstea.
Top seed Maria Sharapova was leading Tsvetana Pironkova 7-6 (7-3) 3-1 in her second round match before bad light halted play.
The Russian had recovered from 5-2 down to take the first set in a tie-break and had just broken to move 3-1 ahead when the tie was suspended until Thursday.
Former world number one Wozniacki, meanwhile, was completing her first-round match, which had started on Tuesday. Rain again disrupted proceedings on Wednesday as play on Centre Court was suspended for 47 minutes while the roof was closed for the first time this year.
Once the match resumed, Wozniacki looked to be firmly on course for victory having won the first set.
But Paszek, who went into Wimbledon on the back of victory in the Eastbourne Championships, fought back to twice save match points and then win a tie-break to take the second set.
The Austrian continued her momentum in the decisive set to secure victory and send Wozniacki out in the first round at Wimbledon for the first time in her career.
"I didn't think it was a bad match today. You go through periods where you're lucky, the luck is turning your way, you're not playing great, but you win the matches anyway," said Wozniacki.
"You go through periods where it's just not going your way. You just need to get through this and hopefully sooner [rather] than later it will start turning my way."
World number 37 Paszek will next play France's Alize Cornet, who won 6-0 7-6 (7-1) against Nina Bratchikova.
Meanwhile, Stosur's exit means there are no Australians left in the singles events.
Lleyton Hewitt, Bernard Tomic, Matthew Ebden and Marinko Matosevic had already bowed out, which left Australia without a male player in the second round of Wimbledon for the first time since 1938.
Stosur joins Casey Dellacqua, Ashleigh Barty, Anastasia Rodionova and Jarmila Gajdosova in being eliminated from the women's draw.
"It's a pretty woeful performance by all of us, but it's not through lack of trying or not wanting to be here or anything like that. I think it's just one of those things that's happened," said Stosur.
"I think you have to look at something as a whole, for a longer period of time than just one event, to say that we're in this dire straits kind of mode right now."
Rus will next face China's Peng Shuai after the 30th seed defeated Japan's Ayumi Morita 7-6 (7-4) 6-3.
Li Na was unable to join her compatriot in progressing as she crashed out in the second round for the second successive year following her defeat by Cirstea, who will next face Russian 17th seed Maria Kirilenko for a place in the last 16.
Kim Clijsters was given a standing ovation after she continued to progress in her final Wimbledon campaign with a 6-3 6-3 win over Andrea Hlavackova of the Czech Republic.
"You never get used to these receptions on Centre Court," said the Belgian. "This court made me come back to professional tennis."
Clijster's next opponent will be Russian 12th seed Vera Zvonareva, who won her second-round match against Spain's Silvia Soler Espinosa 6-1 3-6 6-1.
Former world number one Ana Ivanovic progressed to the second round with a 6-3 3-6 6-3 win over Spain's Jose Martinez Sanchez.
"I'm very happy with the victory," said the 14th seed. "I'm really happy and proud that I got through that third set, because it wasn't easy until the end."
Meanwhile, Sara Errani made it to the second round without even hitting the ball.
The Italian's match against American Coco Vandeweghe was rained off on Tuesday, with Errani on match point.
They returned to the court on Wednesday and Vandeweghe put her first serve into the net before she did the same with her second, sealing a 6-1 6-3 victory for Errani.
Japan number one Kimiko Date-Krumm, 41, lost 5-7 6-3 6-3 to Ukraine's Kateryna Bondarenko in her first-round match.