Williams, a seven-time Grand Slam champion, has fallen to 58th in the rankings since being diagnosed with an autoimmune disease. She lost the first five games on Court 2 to the 79th-ranked Russian and, although she picked up her game and fought hard, was never able to turn the match around.
It was the first time Williams lost in the opening round of a Grand Slam since the 2006 Australian Open and the first at Wimbledon since her debut appearance in 1997.
"I come into tournaments with a positive attitude," Williams said. "I don't really feel like talking about my health now. It is what it is. I'm just a couple of months into getting back on tour. Life is challenging, but I'm always up for a challenge."
Defending men's champion Novak Djokovic had no opening day troubles, beating former No. 1 Juan Carlos Ferrero 6-3, 6-3, 6-1 in the first match on Centre Court. Top-seeded Maria Sharapova and six-time champ Roger Federer were also in action on a cloudy but dry opening day of the two-week grass court championships.
The 25-year-old Vesnina, who reached the fourth round here in 2009, played smart and steady baseline tennis to keep Williams at bay. It took 30 minutes before Williams won a game. But Vesnina broke right back to close out the set with a forehand winner.
The second set was much more contested, but once the Russian broke again for a 4-2 lead, she was in full control. Three games later, Vesnina cracked a big first serve on match point, and Williams slapped a forehand return into the net.
Playing in her 16th straight Wimbledon, the 32-year-old Williams was unseeded for the first time since 1997. She was coming off a second-round loss at the French Open to Agnieszka Radwanska.
Williams has been champion or runner-up at the All England Club eight of the past 12 years, with her last title coming in 2008. The three losses in finals all came against younger sister Serena.
Williams revealed in late August at the U.S. Open that she had been diagnosed with Sjogren's syndrome, an autoimmune condition that can cause fatigue and joint pain. She skipped the Australian Open in January before returning to the tour in March in a bid to earn a berth on the U.S Olympic team for the London Games.