Clijsters remains winless since coming out of retirement on the WTA Tour, falling 6-1 2-6 6-2 to Katerina Siniakova.
A four-time grand slam champion, the 38 year-old Clijsters has lost all five of her singles matches since her return last year.
"I think overall, there's definitely moments where I'm feeling really good out there, and there's moments where I feel too inconsistent," Clijsters – a winner at Indian Wells in 2003 and 2005 – said.
"That's part of this process in general, it's not going to be a smooth ride, and that's what I'm going to try to improve every time I'm out there."
World number 53 Siniakova converted six of nine break points on Clijsters' serve and moved on to face 10th seed Angelique Kerber at the WTA Premier 1000 event.
GOLUBIC HOLDS OFF VONDROUSOVA
The day's only duel between top-50 players saw world number 46 Viktorija Golubic outlast 37th-ranked Marketa Vondrousova 6-1 4-6 6-3.
Both players struggled with their own service games, combining for three aces and 17 double faults, but it was the Swiss who managed to convert on eight of 14 break-point chances and come out on top.
It was Golubic's first win against a player in the top 50 since joining those ranks herself in July; she had been 0-3 against them since then.
GARCIA RALLIES PAST FLIPKENS, RISKE GETS RARE INDIAN WELLS WIN
Caroline Garcia fought back to defeat Kirsten Flipkens 5-7 6-4 6-0 in a match that took two hours, nine minutes to complete, firing seven aces and winning 71.2 per cent of points on her first serve.
The Frenchwoman, who had been upset by qualifiers at her two previous tournaments in Ostrava and Chicago, meets 15th seed Coco Gauff in the second round.
Alison Riske celebrated a victory for just the second time in seven trips to Indian Wells, cruising past qualifier Liang En-shuo 6-2 6-2 to set up a second-round matchup against 16th seed and former US Open champion Bianca Andreescu.