Li Na lost her first Grand Slam match since winning the title in Melbourne, falling to Kristina Mladenovic of France 7-5, 3-6, 6-1 on Tuesday.
The loss came a day after men's Australian Open champion Stan Wawrinka was eliminated in the first round — the first time at any Grand Slam tournament that the men's and women's singles champions from the previous major lost in the first round.
Li, who won the French Open title in 2011 and is seeded second this year, ended up with 37 unforced errors on a cool and overcast day at Roland Garros. Mladenovic had only 25 errors.
"Nobody say if you (are) No. 2 in the world you have to win all the matches. I mean, this is tennis," Li said. "I think doesn't matter who plays today against me, I always lose the match today, because I don't think she ... put a lot of pressure (on) me. I think today just I gave it away."
In 2011, Li became the first Chinese player to win a Grand Slam title. But on Tuesday, she said she wasn't feeling quite like her usual self.
"I don't think I'm doing well. If I doing well, I believe I still can win the match if it's not my best day," Li said. "But I don't think today I try a lot."
Mladenovic began the day 1-5 at the French Open. She reached the second round last year after four straight first-round exits, including a loss to Li in 2010 in their only previous meeting.
"You don't beat Li Na every day," Mladenovic said. "It means really a lot, especially in Grand Slam."
The last reigning Australian Open women's champion to lose in the first round at the French Open was Lindsay Davenport in 2000.
On Monday, Wawrinka lost to 41st-ranked Guillermo Garcia-Lopez of Spain 6-4, 5-7, 6-2, 6-0.
The 13th-seeded Wozniacki lost to 64th-ranked Yanina Wickmayer of Belgium 7-6 (5), 4-6, 6-2.
"What happens in my personal life, I just want to really keep that between my closest people around me," the former top-ranked Dane said. "I just have to move on."
Last week, McIlroy announced he and Wozniacki mutually decided to split only days after sending out wedding invitations. They began dating in 2011.
On Sunday, McIlroy won a European Tour event in England.
Another player to fall in the first round was Japanese veteran Kimiko Date-Krumm, the oldest woman in the field at 43. She lost to 24th-seeded Anastasia Pavlyuchenkova of Russia 6-3, 0-6, 6-2.
Date-Krumm is the third oldest player in French Open singles history; Martina Navratilova was 47 in 2004. She made her main-draw debut at Roland Garros in 1989 — before more than half of this year's women's field was even born.
Others advancing included No. 4 Simona Halep of Romania, No. 6 Jelena Jankovic of Serbia, No. 11 Ana Ivanovic of Serbia, No. 15 Sloane Stephens of the United States, No. 21 Kirsten Flipkens of Belgium, No. 27 Svetlana Kuznetsova of Russia and No. 26 Sorana Cirstea of Romania.
In the men's tournament, 11th-seeded Grigor Dimitrov lost to Ivo Karlovic of Croatia 6-4, 7-5, 7-6 (4).
Dimitrov reached the quarterfinals at the Australian Open, but his best result at Roland Garros was getting to the third round in 2013.
Two other seeded men retired from their matches and were eliminated, No. 16 Tommy Haas of Germany and No. 21 Nicolas Almagro of Spain. Former top-ranked player Lleyton Hewitt also lost.
Wimbledon champion Andy Murray successfully made his way through his first match at Roland Garros in two years, beating Andrey Golubev of Kazakhstan 6-1, 6-4, 3-6, 6-3.
Murray missed last year's tournament with a back injury, but he reached the semifinals in 2011 and the quarterfinals a year later.
No. 5 David Ferrer of Spain, No. 12 Richard Gasquet of France, No. 19 Kevin Anderson of South Africa, No. 28 Philipp Kohlschreiber of Germany and No. 32 Andreas Seppi of Italy also won.