Davydenko was the champion in Estoril in 2003

The Russian lost the rain-delayed match 7-5 6-1 and said afterwards: "It's my fault because I didn't train enough."

Second seed Tommy Robredo saw off fellow Spaniard Albert Montanes 6-4 6-3 to reach the second round.

Meanwhile, Novak Djokovic successfully negotiated his second-round match but sixth seed Dmitry Tursunov was beaten 6-4 6-3 by Guillermo Garcia-Lopez.

Davydenko, who won the Estoril title in 2003 and was runner-up last year, had to pull out of last week's event in Barcelona with a wrist injury but said that had not been a major factor in his defeat.

"I didn't have problems hitting my shots," said the world number four.