Andy and Jamie Murray are out of the Rio 2016 men's doubles, while top seed Novak Djokovic lost in the singles.
The Britons, seeded second, lost 7-6 (8-6) 7-6 (16-14) to Brazilian pair Thomaz Bellucci and Andre Sa in front of a partisan home crowd.
Earlier, defending champion Andy Murray won his opening Olympic singles match by beating Serbia's Viktor Troicki.
But Djokovic, Troicki's team-mate, is out after a shock loss to Argentina's Juan Martin del Potro.
The world number one lost 7-6 (7-4) 7-6 (7-2) to the London 2012 bronze medallist, who dropped out of the top 100 after being plagued by a serious wrist injury over the past couple of years.