The Hong Kong-based player had been out of action since the beginning of the Covid-19 pandemic. Nevertheless, his first competitive match in two years went down to the wire as he lost 6-5 against Ian Burns.
Fu was awarded an invitational tour wildcard to play in the qualifying tournament as he aimed to seal a place in the world championships for the 19th time in his career.
The 44-year-old got off to a slow start as Burns chalked up a break of 141 to take a 3-0 lead. That, however, didn't deter the former world number five, who battled back and produced his own breaks of 50 and 99 to level the contest.
Both men claimed two more frames to force the match into a decider, but unfortunately for Fu, it proved to be his final act as Burns hit a 122 break to seal the win.
The Preston potter will now move on to the qualifying quarter-final where he will take on world number 51, Elliot Slessor.
Fu, on the other hand, is hoping to compete in more events, but admitted a lot of the decisions are out of his hands.
He told World Snooker: "It was nice to be back, I missed playing on the pro circuit. I have been stuck in Covid for two years and I almost forgot how to play the game. I didn't expect too much today because I only had a week of intense training. When I started that week I couldn't make a 20! Towards the end of the match today I was able to make a few breaks, but I was also missing a lot of easy shots.
"I still enjoy playing, though I have not practised more than twice a week for the last two years, so I feel like an amateur challenging the pros. I feel proud of the way I played today, but Ian played very well and it was hard to live with that standard.
"I'm not too sure what the future holds for me. I would love to play in more tournaments next season but it all depends on what the quarantine rules are when I travel back to Hong Kong. If it stays at seven days that's ok but if it changes to 21 days then I can't come over."
Elsewhere, three-time women's world champion Ng On Yee was eliminated following a 6-2 defeat to Rory McLeod.
During the evening session, 12-time women's world champion Reanne Evans was also unsuccessful as she lost 6-2 against Lee Walker.