World No. 3 Gauff fell to Czech Siniakova 6-2 6-4 in the second set after dropping six straight games.
The 19-year-old Gauff was playing for the first time since she lost to Aryna Sabalenka in the Australian Open semifinals last month.
Gauff, ranked second in Doha, struggled to establish her customary rhythm against Siniakova, a 27-year-old.
The US Open champion from the previous year regained her poise to storm into a 4-0 lead in the second set after losing the opening set.
However, Siniakova—a seven-time Grand Slam champion in women’s doubles—retaliated magnificently, winning one of the most significant matches of her singles career in the process.
Tuesday saw Naomi Osaka secure her spot in the round of 16 by defeating Petra Martic of Croatia in straight sets.
After giving birth to her first child in July, Osaka, a four-time Grand Slam champion, is making a comeback to the sport. She triumphed 6-3 7-6 (11–9) in her second-round encounter.
The 26-year-old Osaka, who is ranked unranked, lost a chance in the second set to square the score at 5-4 and was behind 4-0 early in the tie-break.
However, the 33-year-old Martic double-failed on match point as the Japanese player battled back to save four set points.
In the second round, Zheng Qinwen of China, the runner-up at the Australian Open, upset Magda Linette of Poland 6-2 2-6 6-3, while Lesia Tsurenko of Ukraine defeated fourth seed Ons Jabeur 6-3 6-2.
