The seven-time Grand Slam champion, playing singles for the first time since last August, lost 4-6 6-1 6-4 to Canadian qualifier Rebecca Marino under the lights in Washington, D.C.
"Just a little rusty," Williams told reporters. "I really put myself in good positions in the third set, too. Just trying to shake off some rust. That's just to be expected. All I can do is just play another tournament and play better.
"I wish I could have pulled this match through for the crowd and for the tournament. But (it) doesn't always work out."
The veteran is set to play in WTA 1000 events in Toronto and Cincinnati over the next two weeks, before potentially appearing in the final Grand Slam of the year at the US Open.
Follow the results from the rest of the Citi Open at Flashscore.
