The 33-year-old Londoner, who later missed his after-match press conference because of a mystery illness, lost 5-1 to Worcester's Dave Finbow in the first round of the Sweater Shop International Open.
"Jimmy's not feeling well and I've given him permission to go home," explained the tournament director, Ann Yates.
However, White, now without a major title since November 1992, had only arrived in Wiltshire in the early hours of the morning after an exhibition in Bradford on Saturday night.
Down to 13th on the provisional listings before the tournament, White faces a huge task in the season's last four ranking events to stay in the top 16.
Whitewashed 6-0 by the world champion, Stephen, Hendry, in the Masters at Wembley recently, White looked to have recovered his confidence.
He took the first frame with a clearance of 34 but his next best effort was just 26 as Finbow, the world No 47, took control. In the last two frames White potted only one ball as Finbow closed out the match with a 102 break.
Hendry , the world No 1, had few problems, winning 5-1 against Somerset's Brian Rowswell.Reuse content