World number eight Saina fought for an hour and two minutes before losing 21-16 15-21 11-21 to lower ranked Eriko Hirose of Japan.
Sindhu, seeded eighth in the USD 300,000 tournament, also had a tough time against Millicent Wiranto of Indonesia before securing a 21-9 19-21 22-20 victory in a closely-fought 56-minute match on the opening day of the main draw.
Wiranto, however, fought back brilliantly in the second game as she took a 13-9 lead before Sindhu levelled the score at 13-13. The duo were tied at 18-18 and then 19-19 before Wiranto grabbed two straight points to take the second game.
In the decider, the two players did not give any inch to the other in the thrilling contest. But, Sindhu saved the best for the last as she took three points on the trot after 17-17 to reach the game point.
Wiranto was not the one to throw in the towel easily and she fought back to make it 20-20. But, her resistance finally ended as Sindhu took two consecutive points to take the third game and the match.
In other matches, K Srikanth won his first round singles match against Takuma Ueda of Japan 23-21 21-15. Srikanth take on seventh seed Tien Minh Nguyen of Vietnam in the pre-quarterfinals.
However, Indian women's doubles pair of Jwala Gutta and Ashwini Ponnappa lost to Chinese duo of Ying Luo and Yu Luo 15-21 16-21 in the first round.
Other Indians in the fray -- B Sai Praneeth, H S Prannoy and P C Thulasi -- advanced to the next round after registering contrasting victories.
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