The American sisters both lost in the second round on Wednesday, each being outplayed by little known opponents at Roland Garros.
Serena, the defending French Open champion and a 17-time major winner, lost to Garbine Muguruza of Spain 6-2, 6-2. It is her earliest exit at a major tournament since falling in the first round at Roland Garros two years ago.
A short time earlier, older sister Venus was eliminated by Anna Schmiedlova of Slovakia 2-6, 6-3, 6-4.
The Williams siblings would have met in the third round had they both won.
"It was one of those days. You can't be on every day, and, gosh, I hate to be off during a Grand Slam," Serena said. "It happens, you know. It's not the end of the world. It is what it is."
Serena struggled from the start against the 20-year-old Muguruza and finished the match with only eight winners and 29 unforced errors.
"I don't think anything worked for me today, which is just nothing really worked," Serena said. "I don't know anything that actually worked."
Muguruza was playing at the French Open for only the second time in her career. She lost in the second round last year, but reached the fourth round at the Australian Open in January.
Venus Williams' loss was the eighth time in her last nine major tournaments that she has failed to win more than one match.
The seven-time Grand Slam champion won the first set and was up an early break in the second. But the 19-year-old Schmiedlova responded by taking eight of nine games and won 2-6, 6-3, 6-4.
"I felt like this was a match that I was most likely going to win. I'm sure, I don't know how Serena felt, but I'm sure she feels like that every time she goes on the court," Venus said. "So I think our expectation was to play in the next round."
Since reaching the fourth round at Wimbledon in 2011, Williams has been eliminated in the first or second round at every Grand Slam tournament she has played except the 2013 Australian Open, where she reached the third round.
At 33 years old, Williams is far from her best. But she has been having a solid season in 2014, winning a hard-court title in Dubai and reaching the final in Auckland.
Against Schmiedlova, the 29th-seeded Williams ended up with 47 unforced errors. Schmiedlova had only 20.
Venus Williams won the last of her seven major titles at Wimbledon in 2008. She has never won the French Open, but lost to Serena in the 2002 final in their only meeting at Roland Garros.
Also Wednesday, 2012 French Open champion Maria Sharapova was scheduled to play. Roger Federer and Novak Djokovic were both on court.
No. 12 Flavia Pennetta of Italy also lost, while No. 18 Eugenie Bouchard of Canada won.
In the men's tournament, No. 18 Ernets Gulbis of Latvia, No. 27 Roberto Bautista Agut of Spain and No. 29 Gilles Simon of France advanced to the third round.
One match that carried over from the first round ended quickly Wednesday with Steve Johnson of the United States advancing. The American saved two match points on Tuesday in the third set before completing a 4-6, 6-7 (7), 7-6 (3), 6-3, 6-3 win over Laurent Lokoli of France.
The match had been suspended because of darkness on Tuesday night with Johnson leading 3-1 in the fifth.
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