The British No 2 and world No 18, who was seeded third, lost 6-3, 1-6, 6-3 against an opponent who is ranked No 115 in the world and has never progessed past the quarter-final stage of an ATP Tour event.
Henman was hoping he could put his experience of losing to France's Jerome Golmard in the first round of the Australian Open last month behind him, but he is still suffering a hangover.
Greg Rusedski, the top seed and the British No 1, faces a first round meeting today with Italy's world No 81, Gianluca Pozzi, while the hometown favourite and second seed, Goran Ivanisevic, beat Germany's David Prinosil 7-6, 6-4.
"Nothing is predictable when I play, so even I don't know what I'm capable of until it happens," Ivanisevic said. "The most important thing is to avoid injuries."
Also taking part is the 30-year-old Boris Becker, now in semi-retirement.