Entering Tuesday, Venus Williams, 36, had played 17 United States Opens and had never lost in the first round.
She entered this tournament coming off a semifinal appearance at Wimbledon and seeded sixth, her first top-10 seeding at the Open in six years.
But she found herself on serve in the third set with Kateryna Kozlova of Ukraine, ranked 93rd.
Even when she got crucial break at 2-3, the first-round victory would take a while to come.
Serving for the match at 5-3, Williams fell behind, 0-40, and eventually lost the game, when Kozlova ended a 14-shot rally with an inside-out backhand winner that clipped the sideline.