The world number 53, seeded seventh in China, was comfortably brushed aside by the Romanian, ranked five places below her.
Robson will now prepare for the Australian Open, which begins in Melbourne on January 14.
Chinese number one Li Na had no troubles progressing, however - the former French Open champion swept aside Mandy Minella of Luxembourg 6-4 6-0.
Li now faces Julia Cohen in the second round.
The Chinese number one is the star turn in Shenzhen, which is hosting a tournament for the first time.
WTA SHENZHEN RESULTS
Jovanovski bt Duan 6-3 6-1
Zakopalova bt Svitolina 6-4 6-3
Peng bt Morita 6-1 6-1
Niculescu bt Robson 6-2 6-3
Beck bt Hsieh 6-3 6-0
Zhou bt Pegula 6-4 6-2
Li bt Minella 6-4 6-0