The 37-year-old Tsonga, who announced last month he would retire following the French Open, was beaten 6-7 (6/8), 7-6 (7/4), 6-2, 7-6 (7/0) by Casper Ruud
Jo-Wilfried Tsonga, a former Australian Open runner-up and world number five, said Wednesday that he will retire from tennis after this year's French Open.
Novak Djokovic booked Serbia's place in the quarter-finals of the Davis Cup on Thursday as he eased past Benoit Paire to send France crashing out.
Marin Cilic and Jo-Wilfried Tsonga reached the second round after Roger Federer withdrew from the Paris Masters on Monday.
Jo-Wilfried Tsonga needed only 58 minutes to dispatch Bernard Tomic, the second shortest men's match at the Grand Slam event
Jo-Wilfried Tsonga beat compatriot Benoit Paire in straight sets in Halle on Tuesday to set up a second round fixture with Roger Federer on Thursday.
Novak Djokovic defeated Jo-Wilfried Tsonga 6-3, 7-5, 6-4 in straight sets.
Djokovic, appearing in his 300th Grand Slam match, did drop his second service game to go 1-2 behind in the first set but broke back immediately.
Roger Federer will play the winner of the tie between France's Jo-Wilfried Tsonga and Croatia's Milos Raonic after receiving a bye in the first round.
Rafael Nadal's 2016 season was plagued by physical problems and he cut his campaign short in October to recover fully to target a return to Grand Slam glory in 2017