British number one Heather Watson failed to convert six match points as she lost to Colombia's world number 110 Marina Duque-Marino at the Madrid Open.
Watson, ranked 40th, had three match points on serve at 6-5 in the decider and another three in the tie-break but went down 0-6 6-3 7-6 (13-11).
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.