The six-time Grand Slam winner from India had announced plans to retire after playing in the Dubai Open.
Mirza and her doubles partner Madison Keys of the US lost to the Russa’s Veronika Kudermetova and Liudmila Samsonova in straight sets (6-4, 6-0) on Tuesday.
The 36-year-old from Hyderabad, India was playing the last tournament of her storied career after announcing her retirement plans earlier last month.
Mirza, and her compatriot Rohan Bopanna, were runners-up at last month’s Australian Open in the mixed doubles category.
The former women’s doubles world number one was ranked at 28 in the latest Women’s Tennis Association (WTA) rankings, prompting fans to question her retirement plans.
“Staying at this level [of tennis] is taking a lot out of me mentally, emotionally and physically. I don’t have the will to push all the way to maintain this level” Mirza told Al Jazeera earlier this month.
Mirza won six Grand Slam titles and 43 major titles in a career spanning 20 years on the professional tennis circuit.
She is the only Indian woman to top doubles rankings, and reach a career-high singles ranking of 27.
Mirza took more than a year off when she was pregnant with her son, and returned to training four months after giving birth.
The former world number one has said she would consider her career a success if she inspired mothers to continue pursuing their dreams after giving birth to a child.
Since Mirza announced her retirement, several female athletes from South Asia have thanked her for paving the way for girls to step into professional sports.
“It’s been really nice to know that I have been able to make a difference in young girls’ lives, especially those from the subcontinent,” she said.