Andy Murray admitted he is "possibly" lacking direction without a permanent coach after losing 6-3 6-2 to world number 46 Santiago Giraldo in Madrid.
Murray, 27, split with Ivan Lendl in March after a two-year partnership in which he won the US Open and Wimbledon.
"Possibly," said Murray when asked if he was missing the leadership provided by Lendl.
"When I stopped working with Ivan, that was always going to be the case for a few weeks."
The Scot, who resumes his French Open preparations in Rome next week, added that he hopes to have a new coach "soon".
Seven-time Grand Slam winner John McEnroe is the latest name to be linked with the post. Murray plans to talk to some of those under consideration over the next two weeks.
The world number eight, who narrowly avoided defeat against Nicolas Almagro in his tournament opener on Wednesday, struggled again when up against Giraldo's similarly aggressive baseline hitting.
The Colombian, who had never beaten a top-10 player before overpowering Murray, came into the match on the back of wins over Lleyton Hewitt and Jo-Wilfried Tsonga in the earlier rounds and an appearance in the final of the Barcelona Open.
His confidence was obvious as the world number 46 walloped a forehand down the line to take the first game to love and broke Murray in the next.
Murray sliced and scurried, but could assert himself, failing to break up Giraldo's rhythm.
Murray earned his only break point of the match when 1-0 up in the second set, but could not return Giraldo's second serve into his body.
Giraldo resumed his barrage and, after breaks in the third and seventh games, concluded his victory with a powerful ace.
Elsewhere, top seed Rafael Nadal said his best form was beginning to return after overcoming Jarkko Nieminen 6-1 6-4. The world number one and eight-time French Open champion had lost in the quarter-finals of both the Monte Carlo Masters and the Barcelona Open.
Czech sixth seed Tomas Berdych overcame Grigor Dimitrov in three sets while Japan's Kei Nishikori saw off Milos Raonic 7-6 (7-5) 7-6 (7-5).
Giraldo will take on Spain's Roberto Bautista Agut next after the Spaniard beat Lukasz Kubot.
In the women's draw Serena Williams's serene progress continued as she swept past Spain's Carla Suarez Navarro 6-2 6-3.
She will take on 2011 Wimbledon champion Petra Kvitova next after the Czech beat her compatriot Lucie Safarova 6-4 6-3.
Eighth seed Maria Sharapova saw off Sam Stosur to set up a meeting with Li Na, who recovered from the loss of the opening set to beat American 21-year-old Sloane Stephens 2-6 6-3 6-2.