Saina lost 15-21, 21-23 in the women's singles match that lasted 37 minutes.
Saina threw away a 20-16 lead at one stage in the second game to lose the decider 21-23.
Previously, world No.8 Saina made first-round exits at the China Open and Korea Open to cap a forgettable year so far.
Meanwhile, in the men's singles, Sameer Verma beat Kanta Tsuneyama of Japan 21-11, 21-11 in 29 minutes to advance to the second round.
The Indian mixed doubles pair of Pranaav Jerry Chopra and N Sikki Reddy also made it to the second round with a 21-16, 21-11 victory against the German pair of Marvin Seidel and Linda Efler.
Satwiksairaj Ranki and Ashwini Ponnappa did not take the court and conceded a walk over in another mixed doubles first round match to the second seeded Chinese pair of Wang Yi Lyu and Huang Dong Ping.
On Tuesday, World champion P.V. Sindhu and B. Sai Praneeth made impressive starts to their campaign while Parupalli Kashyap and Sourabh Verma crashed out early after losing their first-round matches.
Sindhu registered a straight game win over Indonesia's Gregoria Mariska Tunjung in the women's singles competition. She defeated former World Junior Champion Gregoria 22-20, 21-18 in 38 minutes.
( With inputs from IANS )