A week after being granted Australian citizenship, the former world No.8 bombed out of Melbourne Park in a shock first-round defeat to Czech teenage qualifier Nikola Bartunkova.
A visibly deflated Kasatkina remarked the result was "written all over my face".
In a rollercoaster match, Kasatkina steamrolled Bartunkova 6-0 in the second set before losing the decider 6-3.
"I just relaxed in a way, I thought 'whatever', free on the ball, and everything was working well," the 28-year-old said about losing the first set in a tie-breaker, before recovering in the second.
"Where in the third set when you're even, things are becoming a bit more complicated and you're not going for shots anymore.
"I think it's nerves, at the end of the day, tennis, it's a mind game."
Kasatkina hasn't returned to Russia since coming out as gay in a video interview in 2022, when she also became one of few Russian-born athletes to speak out against the war in Ukraine.
The world No.43 has embraced her adopted country, but denied the nerves of playing in front of new home fans was the catalyst for her nerves.
Kasatkina's match was originally scheduled for ANZ Arena, but was abruptly switched to Kia Arena
"The support (of the crowd) actually helped me," Kasatkina said.
"The confusion with the court switch ... we didn't know until the last moment which court we were going to step on, so it added a little bit of stress.
"You warm up five, six times, and of course, it's a huge difference."
Speaking before the tournament, Kasatkina believed her game was in a better place than last year, when mental exhaustion forced her to take an extended break.
She was still able to reach the fourth round of two majors, and make the third round at Wimbledon and the US Open.
"During the matches it is just very small details which I'm missing," she said on Tuesday night.Â
"This was my fourth match of the year.
"I didn't play a lot of matches in the last couple of months, so it's not very easy (to find form)."
Despite six Australian women making it through to the second round at Melbourne Park, the most in 34 years, Kasatkina and Maya Joint - the highest ranked locals - are not among the contingent.
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