British number two Heather Watson let a 4-1 final-set lead slip in her Monterrey Open first-round match against Germany's Tatjana Maria.
Watson, 27, led 4-1 in all three sets but only converted one of those leads as she lost 7-6 (7-4) 3-6 7-5.
The world number 49 was unable to continue her winning streak after lifting the Acapulco title last week.
Defeat ended the possibility of a potential second-round match against British number one Johanna Konta.
Konta, 28, plays in one of the most intriguing matches of the first round, when she faces four-time Grand Slam champion Kim Clijsters in the second match of the 36-year-old's comeback.
The Belgian, who retired for the second time in 2012, produced a remarkable display in her return last month when she pushed Australian Open finalist Garbine Muguruza before losing 6-2 7-6 (8-6).
Clijsters will face the Briton, who is ranked 16th in the world and seeded second in Monterrey, later on Tuesday in Mexico (about 01:00 GMT, Wednesday).