It was the former world number one's earliest loss at Wimbledon since she went out in the opening round on her debut here in 1997 and, following her second-round defeat at Roland Garros last month, must raise questions about the American's future in the game she has graced for a decade and a half.
At the age of 32, and trying to come back after being diagnosed with the autoimmune, fatigue-inducing illness Sjogren's Syndrome, Venus looked a shadow of the woman who used to skip across Wimbledon's grass slaying opponents at will.
She never recovered from a terrible start against doubles specialist Vesnina and lasted just 75 minutes on Court Two in a match she littered with unforced errors.
Almost every shot looked an effort for the tall American and at changeovers she walked slowly to and from her chair.
Though the fans applauded politely as Vesnina took point after point, most were rooting for Venus to show her old form but she obliged only in tiny flashes.
Perhaps buoyed up by a cry of "Come on Venus, we love you!" from a man in the crowd, she produced an ace and held to love for 3-5 in the second set but it was too little, too late and she succumbed to defeat in the following game.
Venus, who returned to the tour in March after seven months out with her illness, took umbrage at suggestions that she was struggling and might now think about retirement.
"There is no way I am just going to sit out just because I had a hard time the first five or six freaking tournaments back, that is just not me," said the American, who failed to hold her serve during the opening set.
"I am tough, let me tell you, tough as nails."
The top seed was 4-0 up with only a point dropped in the first set and made it 5-0 with equal ease before meeting some brief resistance, with Rodionova holding serve and then breaking for 5-2.
The first two games of the second set went with serve before the powerful Russian romped into a 5-1 lead.
Rodionova delayed the inevitable with a break for 5-2, and then held serve for 5-3, before the French Open champion reasserted herself and served out with an ace.
Sharapova, the champion in 2004, turned to wave and blow kisses at the crowd, who gave her a standing ovation, before departing after one hour 10 minutes on court.
"The first one's always tricky," Sharapova said. "To go out there after not competing for a couple weeks, the transition from clay to grass, I thought I started off the match really well.
"I had a few letdowns towards the end of both of those sets. Overall I'm pretty happy with the way I performed, especially for a first match, not having matches coming in."
Belgian Clijsters, who has said she will retire for the second time in September, after the US Open, looked to be back on form after an abdominal injury forced her to pull out of the Den Bosch tournament before her semi-final last week.
"It felt okay," she said of the injury. "I had a bad stomach-muscle injury in Toronto a year-and-a-half ago and I didn't want that to happen again so I think pulling out last week was a good choice."
The 29-year-old Clijsters, who came out of retirement in 2009 after having a baby and has won four grand slams, faces Czech Andrea Hlavackova in the second round.
Sam Stosur won her first match at Wimbledon for three years as she reached the second round with a clinical 6-1 6-3 win over Carla Suarez Navarro.
The Australian fifth seed, a first-round loser at the All England Club for the past two years, played a fine attacking game to outplay Suarez Navarro both from the baseline and when she went on the attack up at the net.
US Open champion Stosur, cheered on by supporters chanting "If you all love the Aussies, clap your hands," raced through the first set in only 26 minutes with the loss of just one game.
She let slip her serve just once in the second set but was still far too good against the Barcelona-based Spaniard, who is ranked 35 places below her.
For Stosur, it was a perfect morale-boosting win to launch her 10th Wimbledon challenge, especially as she has never gone beyond the third round.
Italy's Flavia Pennetta was the highest women's seed to fall in the women's draw on Monday as the Italian 16th seed lost 6-4 6-3 to compatriot Camila Giorgi.