World No. 2 Saina seemed to struggle with her ankle injury as she went down 14-21 6-21 against Japan's Nozomi Okuhara in a women's singles match which lasted 35 minutes.
The World Championship silver medallist will play World No. 1 Carolina Marin in another Group A match tomorrow.
World No. 9 Kidambi Srikanth, who had reached the finals of Indonesia Masters Grand Prix Gold last week, suffered a 13-21 13-21 loss against Japan's Kento Momota in a men's singles Group B match at the Hamdan Sports Complex.
Saina, who came into the match with a 4-0 head-to-head record against Okuhara, with two of this wins coming this year at Asian Championship and China Open, could not play her best game as her ankle injury restricted her on-court movement.
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Okuhara zoomed to a 5-1 lead early on but Saina soon engaged her rival on long rallies using her tosses and drops and also judged the shuttle well in this conditions to claw back at 8-8.
The Indian grabbed the lead when Okuhara hit wide but Okuhara caught the Indian at the forecourt and then with a smash moved into the interval with a slender 11-10 lead.