World number 25 Ajay rode on his smashes and better net play to get across Kazumasa 21-16, 21-11 in a 38-minute men's singles match on Tuesday night.
For Kashyap, it was always an uphill task to tame the top seed and world number one Lee Chong Wei of Malaysia and the Indian did play his heart out in the first game but the Malaysian still prevailed 22-20, 21-12 at the end of the 37-minute battle.
Gurusaidutt, however, could not put up a fight in the first game but he tried to make a comeback in the second before going down 9-21, 14-21 to Chen Yuekun of China in another first round match at the Stade Pierre de Coubertin.
Saina storms into quarters, Kashyap crashes out
Denmark Super Series: Saina, Kashyap reach second round
IBL: Sindhu stuns Baun; Awadhe Warriors inch closer to semis
Denmark Open: Defending champion Saina looking for first 2013 title
Badminton rankings: Kashyap moves up to 13th spot