While Olympic bronze medallist Saina went down narrowly to lower-ranked Yao Xue of China 21-16, 10-21, 19-21 in 56 minutes, Sindhu was beaten by sixth seed Yeon Ju Bae of Korea 16-21, 19-21 in 45 minutes at the Putra Stadium.
World No 8 Saina lived up to her billing in the first game, winning it comfortably despite the scores running neck and neck, till 12-all.
But the Indian ace was in for a surprise in the second as the Chinese world No 25 went on all all-out attack and raced away to take the game level the scores 1-1.
Saina started off well in the decider and appeared to have things under control as she led 7-4 and 10-8. However, Xue drew abreast at 10 and from then called the shots to open up an 18-14 lead.
The Indian fought back and scored three successive points to reduce the deficit to 17-18 before catching up at 19-all.
But the Chinese raised her game when it mattered most and bagged two quick points to stun her fancied opponent.
Meanwhile, World Championship bronze-medallist Sindhu got off to a fine start, opening up a 2-0 lead before extending it to 6-3. But the World No. 7 Korean settled down and drew abreast at six and surged to 10-6 by winning seven points on the trot.
Sindhu fought her way back to reduce the margin to 9-10 only to see the higher ranked Korean regain the lead at 14-13 and proceed to take the first game.
In the second game, too, the Korean came from behind after Sindhu led 9-6, 19-15. Just when the World No. 11 Indian looked set to seal the second game and take the match to the decider, Bae scored four straight points to make it 19-all and took the next two points to clinch victory.
Image: Bae Yeon Ju of South Korea celebrates after beating India's P V Sindhu during Day 3 of the Malaysia Super Series in Kuala Lumpur, Malaysia.
Photograph: Stanley Chou/Getty Images
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