PV Sindhu lost 17-21, 21-16, 18-21 to her unseeded opponent Beiwen Zhang of the USA.
Parupalli Kashyap shared his ordeal on his official Twitter account on Saturday.
Lakshya Sen won the silver medal after he lost the men's singles summit clash against Li Shifeng of China in straight games in the Youth Olympics.
Sindhu's comments have come soon after former badminton player Jwala Gutta alleged "mental harassment" by an unnamed coach.
Jwala Gutta, who is an Arjuna awardee, hasn't named anyone yet.
Kidambi Srikanth was bought for Rs 80 lakh by Bengaluru Raptors.
Both Saina Nehwal and PV Sindhu train under former Indian player and current Chief National Coach for the Indian Badminton team Pullela Gopichand.
International stars Carolina Marin, Viktor Axelsen, Sung Ji Hyun and Lee Yong Dae were bought for Rs. 80 lakhs.
Lee Chong Wei fought his way back to prominence in the badminton circuit following his return from a doping ban in 2015.
Saina Nehwal said she had started dating Parupalli Kashyap in 2007 after they began going on tours together but delayed the marriage in order to focus on their careers.
The fifth season of PBL will take place from December 22 to January 13. The opening ceremony to be held in Mumbai.
India's Saina Nehwal was knocked out after losing 21-15, 15-21, 20-22 to Japan's Nozomi Okuhara in quarterfinal.
Fifth seeded Saina Nehwal defeated her South Korean rival Ga Eun Kim in a match that lasted for 37 minutes.
Saina Nehwal defeated South Korean Kim Hyo Min while Sameer Verma lost to Denmark's Anders Antonsen.
Saina Nehwal is presently playing in the Korea Open tournament.
In a statement, Badminton Association of Malaysia (BAM) president said Lee Chong Wei "has been diagnosed with early-stage nose cancer".
With both Srikanth and Sindhu out, Indian campaign in the China Open also came to an end.