Li Na, the Australian Open champion, was out of the French Open in the first round when she lost 7-5 3-6 6-1 to local favorite Kristina Mladenovic on Tuesday.
The second seed from China, who won the Roland Garros title in 2011, admitted she had handed victory to the Frenchwoman through her own failings on another chilly day in Paris.
“I think it doesn’t matter who plays today against me, I always lose the match. Today I just gave it away,” said Li. “Nobody says if you’re No. 2 in the world you have to win all the matches.
“The problem is myself, I don’t think I’m doing well on the court she said.
Murray, who missed the claycourt grand slam because of a back injury last year, also won against Kazakhstan’s Andrey Golubev.