Mirza, who had to go through three qualifying rounds to make to the main draw, put up a spirited display before losing 7-5, 3-6, 1-6. She started the match with a booming forehand and put the Belgian Hardine under a lot of pressure.
Henin brought all her experience in to play as she survived the initial onslaught from Sania and then started to take control of the match by mixing up her shots. She broke Sania's serve thrice while the Indian did it four times to take the opening set in an hour.
Praising Sania for her efforts, Henin said, "She was playing high rhythm, not a lot of mistakes at the beginning, and it was tough for me because I was running a lot."
Sania said, "It was about taking chances that you have and when you don't again people like that they are going to be able to win." Despite the loss, Sania's performance should boost her morale, as she put on display a lethal strokeplay that had brought her into the top 30s of the ATP women rankings.
In another disappointment for Indian fans, wildcard entry Somdev Devvarman lost to World No 52 Tommy Robredo 6-7, 3-6, 4-6 in straight sets. Like Sania, his first round game was impressive but the next two left a to be desired.