The former world No.8, who switched allegiance from Russia to Australia in March, showed grit and baseline power but was let down by her serve in a 7-5 4-6 6-4 loss to Anastasia Potapova in Sunday's Brisbane International opener.
Kasatkina, 28, changed her nationality after opposing the war in Ukraine and coming out as gay.
On and off-court stress prompted the world No.37 to pull the pin on her 2025 season in early October and her Brisbane return coincidentally came against a woman who switched allegiance from Russia to Austria last month.
With a packed house cheering their new home hope on Pat Rafter Arena, the match stretched beyond two-and-a-half hours.
Kasatkina found rhythm on serve to force a third set and rallied from 5-2 down in the decider, before another conceded service game sealed her fate.
"Stepping on court and I heard the cheer - I almost started crying but I was able to hold it," she said.
"I wanted to win so much and feel this extra energy.
"I've been through a tough year. Now I'm fine, but I have to get out of that deep hole."
Sixteen double faults, many at crucial moments, represented a "nightmare" Kasatkina is constantly working on.
Playing her 11th Australian summer, Kasatkina admitted she would carry a different weight of expectation at next week's Adelaide International and the Australian Open.
"Nobody's putting this pressure on me, only I do because I want to represent Australia and when it's not happening, I feel bad," she said.
"I want to pay back to the country.
"I'm getting to know the Australian mentality; the people here, they support because they want to, they don't expect you to go and win slams.
"It's just the way I am."
Kasatkina and Potapova are among a growing list of Russians to switch allegiance.
"Everyone has their reasons, we see everything that's going on," Kasatkina said when asked if she thought more would follow their lead.
"Everyone keeps these things secret until the last moment.
"There's been a lot of girls switch, so maybe yes, maybe not."
Kasatkina's loss came after a "grateful" Ajla Tomljanovic beat France's Elsa Jacquemot 6-1 6-3 and declared that after a challenging few years she could still deliver her best tennis at 32.
The Australian former world No.32, who boasts three grand slam quarter-final appearances, battled knee issues in 2024 and battled mentally last year.
"I really struggled to just enjoy what I've been doing for this long, and I really had to dig deep to just find it again," Tomljanovic, now ranked 80 in the world, said of her 2025 campaign.
"In the middle of the season I made a bit of a switch in my head and just looked at everything in a way that I'm just grateful to still be here.
"Certain things started to click."
Tomljanovic will play Karolina Muchova in the second round of a Brisbane event stacked with seven of the world's top-10 women.
Sorana Cirstea and Sofia Kenin, the 2020 Australian Open champion, also progressed to the second round with wins over Anastasia Pavlyuchenkova and Elena-Gabriela Ruse.
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