Black Sticks midfielder Pippa Hayward said it was a game that should have ended with a draw.
"It's quite a disappointing start to the tournament for us. We need to be a lot better, and have work to do in both the attacking and defensive circles."
New Zealand will look to shake off their opening loss, when they go up against trans-Tasman rivals Australia at 5pm Saturday.
Earlier on opening day, the Hockeyroos played out a 1-1 draw with USA, with captain Alyssa Parker scoring for the United States and Madi Ratcliffe equalising for Australia early in the second half.
New Zealand 1 (Brooke Neal) Japan 2 (Motomi Kawamura, Yu Asai)