Thompson has followed fellow Australian Bernard Tomic out the French Open exit gates, despite a valiant fightback from two sets down on Tuesday morning (AEST).
The setback follows gut-wrenching losses to Nicolas Kicker at the Australian Open in January and against Thomas Fabbiano at the US Open in 2017.
Thompson also lost in the opening round in Paris last year.
Tomic earlier fell in four sets - 6-4 5-7 6-4 6-4 - to Argentine lucky loser Marco Trungelliti, which follows Ajla Tomljanovic's elimination on Sunday, at the hands of women's fourth seed Elina Svitolina, and Nick Krygios pulling out of the tournament due to injury.