World number one Simona Halep says there's no mystery to her historic first-round failure at the US Open on Monday.

"I just lost," the top-ranked Romanian said after she was blown off the Armstrong Stadium court 6-2, 6-4 by big-hitting Estonian Kaia Kanepi.

"I didn't play great, but she played really well," said Halep, who became the first top-seeded woman ever to lose in the first round of the US Open in 50 years of professional-era tennis.

The mercurial 26-year-old was buoyed this year by her first Grand Slam singles title at Roland Garros.

Halep was raring to go at Flushing Meadows, aiming to expunge the memory of a first-round loss to Maria Sharapova last year.

But it was another "one and done" for Halep in New York.

"Today just was not my day," Halep said "The balance was not there. I couldn't feel myself strong on the court to win this match."

Halep said when the draw was revealed last Thursday coach Darren Cahill had warned her the opening clash against 2017 quarterfinalist Kanepi would be tough.

"I fought for every ball," said Halep, who received a warning in the second set after twice slamming her racquet down in frustration.

"I missed three balls, easy balls at 4-All, 40-15. So it's on me. I couldn't take that game, and then she served pretty well. So, yeah, I'm a little bit disappointed that I didn't make that game. Maybe I could take that second set and then you never know."

But Halep, who at least has the comfort of knowing her number one ranking is secure, insisted the defeat wouldn't haunt her.

"It's not a drama," Halep said. "It's just a day. It's a bad day for me. But also, she deserved to win because she was playing better than me today. So it's nothing about pressure. It was just a day."