"I felt a bit discombobulated out there – going for my shots way too early and not being patient enough.
"I definitely didn't feel my best, Sachia played a really good match, really solid but also aggressive when she needed to be."
Davis' serve let her down, holding serve just twice in the encounter, and winning just 41 per cent of points on serve, including only three points on second serve.
She shrugged off suggestions that the pressure of being defending champion played a factor in her early exit.
"It was just another tennis match, I wasn't really thinking about being defending champion."
Vickery, 22, progressed through qualifying without losing a set, and will be a good shout to progress further. She will play an unseeded opponent in the second round, going up against world number 78 Veronica Cepede Royg, who beat Lara Arruabarrena 6-3 6-3.
Vickery noted that her qualifying campaign helped her find her rhythm in her first event of the season.
"Honestly, coming through qualifiers, maybe I had a slight advantage because I'd already played a few matches and this is her first," Vickery said.
Unfortunately for Davis, that discrepancy caused her title defence to come to a short conclusion.
She wasn't the only seed sent packing, with sixth seed Yulia Putinseva and seventh seed Mona Barthel both being quickly dispatched by Ysaline Bonaventure and Varvara Lepchenko respectively.
Third seed Barbora Strycova – who reached the semi-finals in Auckland in 2015 – barely avoided the same fate, holding off wildcard Sara Errani in a three-hour battle, 6-4, 6-7, 6-4.
Strycova was relieved to get through a match which she said had two challenges – the difficult conditions, and the tough opponent.
"It was pretty windy on the court and we couldn't hold our serves. I didn't expect it to be so hot, I was cramping a bit at the end of the third set. But I am very happy that I pulled through."
Other victors on Tuesday included Sofia Kenin, Johanna Larsson, Taylor Townsend and Polona Hercog while the Kiwi doubles combination of Paige Hourigan and Erin Routliffe fell to a 6-2 2-6, 10-5 first round defeat.
Defending ASB Classic champions to lose in first round
1988 - Anna Maria Fernandez
1991 - Leila Meskhi
1993 - Robin White
1994 - Elna Reinach
1998 - Marion Maruska
2002 - Meilen Tu
2005 - Eleni Daniilidou
2012 - Greta Arn
2013 - Jie Zheng
2016 - Venus Williams
2018 - Lauren Davis
