Six-times world champion Davis looked to be in prime position to win the third preliminary round contest – his first of the tournament – but a late rally from Chen Zhe sent the veteran out 5-4.
Meanwhile White, who lost all six of the World Championship finals he competed in, was also eliminated in the final frame when he was beaten 5-4 by another former World Championship finalist Nigel Bond.
There was better news for another veteran Alan McManus, the 41-year-old beating Jamie Jones 5-3 to progress to the fourth round and a clash with Tom Ford.
Zhang Anda, who accounted for teen sensation Luca Brecel in the last round, continued his good form with a 5-2 win over Rory McLeod and now meets Jamie Cope, while Dave Harold downed Cao Yupeng 5-2 to set up a fourth round encounter with Dominic Dale.
Thursday results – third preliminary round
Anthony Hamilton 1-5 Thepchaiya Un-Nooh
Jack Lisowski 5-3 Anthony McGill
Liang Wenbo 4-5 Liam Highfield
Michael White 5-0 Robbie Williams
Xiao Guodong 4-5 Liu Chuang
Steve Davis 4-5 Chen Zhe
Matthew Selt 1-5 Rod Lawler
Jamie Jones 3-5 Alan McManus
Jimmy Robertson 0-5 Mark Joyce
Nigel Bond 5-4 Jimmy White
David Gilbert 5-1 Alfie Burden
Yu De Lu 5-1 Mike Dunn
Dave Harold 5-2 Cao Yupeng
Rory McLeod 2-5 Zhang Anda
Ben Woollaston 0-5 Ian Burns
Gerard Greene 4-5 Simon Bedford