Sania and her Slovenian partner lost 5-7, 6-2, 5-10 to America's Nicole Melichar and Dutch player Demi Schuurs in one hour and 28 minutes.
Fed Cup: Serena Williams says she's on 'right track' despite doubles defeat in dead rubber on comeback
Serena and her sister Venus were outgunned by the unheralded Dutch pairing of Lesley Kerkhove and Demi Schuurs, who were playing in their first ever outing together.
Serena Williams revealed the "ups and downs" she faced during her year away from competitive tennis but insisted she's now focused in her quest to once more dominate the sport.
Fed Cup: Serena Williams ready for much-awaited comeback against the Netherlands, says US captain Kathy Rinaldi
Williams has not played a WTA tournament since she won the Australian Open title last year and skipped this year's opening grand slam due to concerns about her fitness four months after giving birth to her first child.