World Number 9 Saina lost to Cai in a straight fight to bow out in Round of 32 stages of the competition. The 22nd positioned Chinese destruction Nehwal 21-9, 21-12 to advance into the last 16.
Prior, PV Sindhu too had endured the same destiny as he also had slammed out in the first round of the competition. Sindhu lost to World No. 42 Pai Yu Po of Chinese Taipei on Tuesday.
World No. 6, who made early exits in China, Korea, and Denmark, lost 13-21, 21-18, 19-21 to Pai in a match that went on for 74 minutes and retired from the $700,000 competition.