In their first matches since the final at Flushing Meadows, the 17th-ranked Stephens lost to Wang Qiang of China 6-2, 6-2, while the 12th-ranked Keys was beaten by fellow American Varvara Lepchenko 6-2, 7-6 (4).
Also, defending champion Petra Kvitova lost for the first time in Wuhan on her third visit. Kvitova won in 2014 and last year, when she dropped just one set. It took Peng Shuai 3 1/2 hours to knock her out 7-6 (7) 6-7 (5) 7-6 (3).
Stephens' serve was broken early in both sets. Wang closed out the victory on her sixth match point.
"I wasn't moving that great, just was a tough day for me," Stephens said.
Keys, seeded 10th, broke Lepchenko early in the second set, but the qualifier rebounded. Lepchenko was broken while serving for the match at 6-5 but rushed to 5-1 in the tiebreaker.
Kvitova had won all seven previous contests against Peng, but China's best player began by taking her first set off the Czech in four years. Kvitova evened the set score, and they kept breaking each other's serve in the decider until Peng held for 4-3. Peng served for the match at 5-3 but Kvitova rallied and saved a match point at 6-5 down. Peng finally won in the tiebreaker on her fourth match point.
They weren't the only upsets.
Konta lost to Ashleigh Barty of Australia 6-0, 4-6, 7-6 (3) in the second round, and Kerber lost her opener to Caroline Garcia of Spain 3-6, 6-3, 6-1. Stosur fell to Swiss wild card Jill Teichmann 6-4, 3-6, 6-3.
Konta, who occupies the last spot in the Race to Dubai, served for the match, but Barty broke back to force the tiebreaker and earned her career-best win. Konta has lost her past four matches.
"I don't think there's anything wrong, I just think these new challenges are very important for my development as a player," Konta said.
Garcia dropped the first set to former No. 1 Kerber but broke early in the second and asserted control from there, to the point she won seven straight games and led 5-0 in the third set.
"Some games were very tough, very long, but I kept winning," Garcia said.