Meanwhile, Kidambi Srikanth, Ajay Jayaram, Sai Praneeth, Sourabh Verma and the men's doubles duo of Satwiksairaj Rankireddy and Chirag Shetty and women's doubles pair of Ashwini Ponnappa and Sikki Reddy won their first round matches.
Parupalli Kashyap also exited the tournament with a 15-21, 10-21 loss against Pablo Abian of Spain.
Srikanth pulled off a comeback after losing the first game to beat his compatriot Sameer Verma 18-21, 21-18, 21-11. Srikanth will face Thomas Rouxel of France in the second round on Thursday. Second seed Sindhu will face world No.40 Iris Wang of USA in the second round.
Sourabh Verma had an easy 21-19, 21-18 victory against qualifier Christian Kirchmayr of Switzerland. He will face three-time world junior champion Kunlavut Vitidsarin of Thailand in the pre-quarterfinals.
Ajay Jayaram beat Sitthikom Thammasin of Thailand. The Mumbai shuttler will be up against third seed Rasmus Gemke of Denmark.
Meanwhile, second seeds Satwik and Chirag overcame a mid-match slump before defeating the world No.62 pair from Scotland 21-18, 19-21, 21-16.
In the women's doubles, Ashwini Ponnappa and Sikki Reddy defeated Annabella Jaeger and Stine Kuspert of Germany 21-5, 21-19.