The former US Open champion also crashed out of the first round in Brisbane last week and local hopes the 28-year-old could be Australia's first women's champion at Melbourne Park since Christine O'Neil in 1978 now appear increasingly slim.
Stosur underwent ankle surgery less than six weeks ago and has appeared rusty, though she has also endured a woeful run in her native country over the last two seasons, winning just once in six matches.
The Australian Open, the year's first grand slam, starts on next Monday.
Zheng's 6-3 6-7 6-4 victory in two hours, 43 minutes ensured that she could still set up a possible quarter-final clash against compatriot Li Na, who was forced into a dogfight in the heat before overcoming American Christina McHale 7-6 7-5 to also reach the second round.
The former French Open champion, runner-up in Sydney last year and winner in 2011, took almost two hours to dispatch her opponent in 30-degree temperatures.
Fourth seed Li only arrived in Australia a day earlier, having beaten Klara Zakopalova to win the Shenzhen title, where the temperature outside hovered just above freezing.
"I was playing in China, so I have to (get) used to the heat," Li said of her decision to play Shenzhen and Sydney as she prepared for the Australian Open.
"I couldn't come straightaway to Melbourne. I needed some matches in the heat conditions, otherwise I don't know what I can do in Melbourne."
While Li struggled acclimatising, tournament organisers will be keeping an close eye on weather conditions on Tuesday.
Sydney is expected to hit a maximum of 43 Celsius as Australia swelters in a heatwave that has sparked raging bush fires.
Warm northwest winds are also expected to increase on-court temperatures closer to 50.
Officials will provide shading, ice towels and additional water and sports drinks for the players, while staff will work shorter shifts to try to mitigate the effects of the heat.
Auckland tennis fans hoping for a rematch of the final of the Paris Masters, however, were left disappointed with fifth seed Jerzy Janowicz beaten by Brian Baker in the first round.
The massive Pole, who lost the Paris final to Auckland top seed and champion David Ferrer, produced an error-ridden performance to crash out 4-6 7-6 6-4.
The world number 26, who did not travel to the Australian Open last year because he could not afford the flights, had to qualify to make the main draw in Paris and beat five top-20 players before losing to Ferrer.
Against Baker, however, the 2.03m tall Janowicz was the mark of inconsistency - brilliant for short spurts and then giving the 27-year-old American cheap points.
Baker had held three match points while serving at 5-2 in the third set only for the Pole to reel off winner after winner then blast his way through his next service game to make it 5-4.
The American then again held three match points at 40-0 in the 10th game before Janowicz drew level at deuce, but his inconsistency again ended his run and Baker calmly drove a backhand down the line to seal the win.
"At 40-0 he switched the switch and I don't know how many points he won in a row, but I managed to get it back," Baker said in a courtside interview.
"Matches like these, if you can close them out, will hopefully build some confidence for the future."
Ferrer was given a bye into the second round and will not take to the court in Auckland until Wednesday, where he will play the winner of Tuesday's first round clash between France's Benoit Paire and Taiwan's Lu Yen-hsun.
Results - WTASydney International:
Zheng Jie (China) beat 6-Samantha Stosur (Australia) 6-3 6-7(7) 6-4
Kimiko Date-Krumm (Japan) beat Casey Dellacqua (Australia) 6-4 6-1
Svetlana Kuznetsova (Russia) beat Julia Goerges (Germany) 3-6 6-3 6-3
4-Li Na (China) beat Christina Mchale (US) 7-6(2) 7-5
Ayumi Morita (Japan) beat Daniela Hantuchova (Slovakia) 1-6 6-3 6-3
Galina Voskoboeva (Kazakhstan) beat Yanina Wickmayer (Belgium) 3-6 7-6(5) 6-2
3-Sara Errani (Italy) beat Karolina Pliskova (Czech Republic) 6-1 6-3
Jelena Jankovic (Serbia) beat Tamira Paszek (Austria) 6-2 7-6(5)
Roberta Vinci (Italy) beat 8-Nadia Petrova (Russia) 7-5 7-5
Madison Keys (US) beat Lucie Safarova (Czech Republic) 6-2 6-1
WTA Hobart International:
Peng Shuai (China) beat 1-Hsieh Su-Wei (Taiwan) 6-2 6-7(4) 7-6(4)
4-Yaroslava Shvedova (Kazakhstan) beat Lourdes Dominguez Lino (Spain) 6-4 6-1
2-Sorana Cirstea (Romania) beat Nina Bratchikova (Russia) 3-6 7-5 6-2
Monica Niculescu (Romania) beat Mandy Minella (Luxembourg) 6-4 6-3
Lauren Davis (US) beat Bojana Bobusic (Australia) 1-6 6-2 7-6(5)
Elena Vesnina (Russia) beat Silvia Soler Espinosa (Spain) 6-2 6-4
Simona Halep (Romania) beat Lara Arruabarrena Vecino (Spain) 6-3 6-2
Jarmila Gajdosova (Australia) beat Romina Oprandi (Switzerland) 6-4 7-5
Chanelle Scheepers (South Africa) beat Alize Cornet (France) 6-1 6-2
Tsvetana Pironkova (Bulgaria) beat Irina Begu (Romania) 6-3 6-4
9-Mona Barthel (Germany) beat Ashleigh Barty (Australia) 2-6 6-0 6-1
Kirsten Flipkens (Belgium) beat 6-Francesca Schiavone (Italy) 2-6 6-3 7-6(3)
ATP Auckland Open:
Brian Baker (US) beat 5-Jerzy Janowicz (Poland) 4-6 7-6(5) 6-4
Olivier Rochus (Belgium) beat Albert Ramos (Spain) 6-2 5-7 6-2
Xavier Malisse (Belgium) beat 7-Martin Klizan (Slovakia) 7-6(4) 3-6 6-3
8-Thomaz Bellucci (Brazil) beat David Goffin (Belgium) 7-6(5) 6-2