Williams, who was seeded 15th at Roland Garros, lost 7-6 (7/5) 6-1 to fellow American Sloane Stephens on Monday and has now failed to reach the quarter-finals in Paris since 2006.
The 34-year-old has been fined by the tournament after she failed to show up to her mandatory press conference and instead chose to issue a short statement.
“When you arrive at any tournament you hope you will have a chance to work your way into the event, but I didn’t have that opportunity,” Williams said.
“She just played better than me today.”
It is not the first time Williams has been penalised for missing media duties after she and her sister Serena were fined 4,000 US dollars each following a Wimbledon doubles match in 2010.