British number one Heather Watson failed to convert six match points as she lost to Colombia's Mariana Duque-Marino at the Madrid Open.
Watson had three match points on serve at 6-5 in the decider and three in the tie-break, but lost 0-6 6-3 7-6 (13-11) to the world number 110.
Duque-Marino goes on to face third seed Maria Sharapova in the second round.
Sharapova and Serena Williams were among Sunday's winners, but second seed Simona Halep and Eugenie Bouchard lost.
"My preparation wasn't as great as I wanted it to be, but it's OK," said Williams.
"I definitely feel I know what to do more on the clay and being ready mentally and being ready for longer points, longer matches."
Watson, ranked 40th in the world, had looked on course to put first-round defeats in Charleston and Prague behind her as she swept through the first set, but Duque-Marino worked her way back into the match.
The Colombian qualifier led 4-1 in the final set but Watson appeared to have seen off the danger when she recovered to lead 6-5, only to see three match points slip by.
A tie-break was required and a total of nine match points went unconverted before Duque-Marino sealed it at her seventh opportunity, ending the longest tie-break of the WTA Tour this year.
Defending champion Sharapova showed no signs of her recent struggles with form and fitness as she beat Switzerland's Timea Bacsinszky 6-2 6-3.
Williams thrashed fellow American Madison Brengle 6-0 6-1 and fourth seed Petra Kvitova beat Olga Govortsova 3-6 6-1 6-4, but Romania's world number two Halep went down 7-6 (8-6) 6-3 to Alize Cornet of France.
"I had to be focused to the end," said Cornet. "I was a bit stressed because I was about to beat the world number two, but finally it was just a big relief and I'm really proud of myself."
Wimbledon finalist Bouchard suffered a sixth consecutive defeat as her alarming slump continued.
The Canadian, 21, led the Czech Republic's Barbora Strycova 6-0 3-1, but crumbled to a 0-6 6-3 6-3 defeat.
Two-time Australian Open champion Victoria Azarenka defeated 16th seed Venus Williams United States 6-3 7-5.