Andy and Jamie Murray are out of the Rio 2016 men’s doubles, while top seed Novak Djokovic lost in the singles.
The Britons, seeded second, lost 7-6 (8-6) 7-6 (16-14) to Brazilian pair Thomaz Bellucci and Andre Sa in front of a partisan home crowd.
Earlier, defending champion Andy Murray won his opening Olympic singles match by beating Serbia’s Viktor Troicki.
But Djokovic, Troicki’s team-mate, is out after a 7-6 (7-4) 7-6 (7-2) loss to Argentina’s Juan Martin del Potro.
Del Potro, who beat Djokovic in the bronze medal match at London 2012, dropped out of the top 100 after being plagued by a serious wrist injury over the past couple of years.
The world number one, 29, has won four out of the past five Grand Slams, but also suffered a surprise early exit at Wimbledon last month.
After warmly congratulating Del Potro at the net, he left the court in tears after failing to improve on the bronze medal he won at Beijing 2008.
Second seed Murray, 29, beat Troicki 6-3 6-2 to progress to the second round.
After losing his serve in the first game, the Scot went on to control the tempo of the match.
British women’s number one Johanna Konta also recorded a straight-set win in her first-round tie on her Olympic debut.
Konta, who won in the women’s doubles alongside Heather Watson on Saturday, beat Liechtenstein’s Stephanie Vogt 6-3 6-1.
The 25-year-old 10th seed had to see off two break points in the first set before taking control against the world number 290.
In the doubles, the Murrays saved six match points, and wasted five set points, in an epic second-set tie-break before Bellucci and Sa eventually completed the win.
Murray and Konta reaction
Murray says he is not feeling any pressure to win the singles title he claimed at London 2012.
“I’m not defending a gold medal. I will always keep my gold medal. That will always be there – you don’t have to give it away,” the Wimbledon champion said.
“So, it’s more trying to win another medal – that builds the pressure, and wanting to do something here. It’s sort of the pressure I am putting on myself. I’m not thinking about four years ago.
“Having the Olympics come so soon after Wimbledon for me, it may have been easy to have a bit of a lull, but that’s not going to happen with the Olympics. I hope to make a run here.”
Konta is hoping to cap a remarkable year – in which she has earned a career-high world ranking of 13, won a first WTA title and reached the Australian Open semi-finals – with an Olympic medal.
“It was a very tough match. She was playing inspired tennis and had nothing to lose,” Konta said after beating Vogt.
“I knew going into it I was going to have a very tough competition.”
Williams and Nadal through
Defending women’s champion Serena Williams started her title defence with a 6-4 6-2 victory over Australia’s Daria Gavrilova.
German second seed Angelique Kerber, who was beaten by American Williams in last month’s Wimbledon final, won 6-3 7-5 in her opener against Colombia’s Mariana Duque-Marino.
Rafael Nadal, the men’s singles champion at Beijing 2008, is also through after beating Argentina’s Federico Delbonis 6-2 6-1 on his comeback from injury.
The Spaniard had not played for two months after pulling out of the French Open with a wrist injury.
“The wrist needs little bit more time to be 100% recovered,” the 14-time Grand Slam winner said.
“If this was not the Olympic Games I would not be here competing.”
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