Davydenko lost to former top-ranked Marat Safin 4-6, 6-4, 6-2, while Radwanska was ousted by Russia's Maria Kirilenko 6-3, 6-3.
The result in the women's draw means only two players _ Jelena Jankovic of Serbia and Vera Zvonareva of Russia _ remain in contention for the last spot for next week's season-ending WTA Championships in Doha.
Jankovic is five points ahead of Zvonareva in the battle for a berth. Both players advanced Tuesday to the second round.
Kirilenko, ranked 61st, opened with a break and saved four break points in the eighth game. The 10th-ranked Radwanska then dropped serve again to lose the first set, and called for a trainer afterward to treat her left thigh that was taped pre-match.
Radwanska said it hurt when "moving, jumping on the left leg after the serve, or trying to hit low balls."
"I was trying because I was still in with a chance of qualifying for Doha," Radwanska said. "But the surface is so slow here, you need to run a lot to win a point."
Kirilenko broke decisively in the second game of the second set. She saved a break point in the seventh game before securing her first win in five appearances at her home town tournament.
"It's nice to beat a seeded player in the first round," said Kirilenko, who also ousted Radwanska in the second round of the U.S. Open. "I remembered how to play against her and it helped me a lot today."
Radwanska may go to Doha as an alternate.
Safin and the six-ranked Davydenko used a break apiece to split the first two sets. Safin then broke Davydenko's for a 3-1 lead in the decider.
Davydenko, who won the Shanghai Masters on Sunday, double faulted twice in a row to set up Safin's first match point at 5-2. However, Safin wasted that chance and another before sealing the win when Davydenko sailed a forehand wide on the third match point.
"In the beginning of the match I felt I could win it today," Davydenko said. "But in the middle of the second set I felt I was tired. ... And I couldn't keep my level of tennis in the third set."
Safin has reached the final of his hometown tournament twice in 11 appearances. This is his last one _ Safin has said he will retire at the end of the season.
"I was lucky today," Safin said. "I served well and Nikolay had several mistakes in my favor. But it's a long and tough road to the final."
In other women's first-round games, fourth-seeded Flavia Pennetta of Italy led Agnes Szavay of Hungary 6-4 0-3 before retiring because of a knee injury.
Francesca Schiavone of Italy, seeded eighth, rallied to beat Spanish qualifier Nuria Llagostera Vives 6-7 (2), 6-4, 6-3, and qualifier Evgeniya Rodina beat sixth-seeded Elena Vesnina 6-1, 3-6, 6-2 in an all-Russian match.
In the men's tournament, fifth-seeded Pablo Cuevas of Uruguay advanced to the quarterfinals, rallying to beat Teimuraz Gabashvili of Russia 3-6, 6-1, 6-4. Third-seeded Mikhail Youzhny of Russia also advanced with a 6-1, 6-1 win over Italy's Potito Starace. In the quarterfinals, Youzhny will face Sergiy Stakhovsky, a Ukrainian qualifier who upset seventh-seeded French veteran Fabrice Santoro 7-5, 6-1.
The 20th edition of the dual ATP and WTA Kremlin Cup has a weakened women's draw because seven of the world's top players have already qualified for the Doha Championships and have opted to skip the Moscow tournament.