Having lost the first set on a tie-break, Zheng quickly fell behind in the second before withdrawing from the match with Liu 7-6 (7-5) 2-0 ahead.
There were no such problems for top seed Peng Shuai, who powered into the second round by destroying Han Xinyun 6-1 6-3 at the WTA 125k series event in Nanchang.
Han won just five points on her second serve, which Chinese compatriot Peng punished consistently to rack up six breaks of serve on her way to an easy win.
Japan's Misaki Doi joins Peng in the second round, the world number 80 seeing off a valiant effort from Slovenian Dalila Jakupovic to progress 6-3 7-6 (7-4).
Zheng's retirement was not the only surprise of Tuesday's action, though, with Mandy Minella and Yuliya Beygelzimer suffering shock defeats.
Fifth seed Minella lost 7-6 (10-8) 6-1 to Croatian Tereza Mrdeza, while Hong Kong's Zhang Ling accounted for eighth seed Beygelzimer, beating the Ukrainian 7-5 6-2.
Sixth seed Zheng Saisai enjoyed better fortune as she came from a set down to overcome Michaela Honcova 2-6 6-1 6-3 in a frenetic encounter that featured 14 breaks of serve.
Wang Yafan and Xu Yi-Fan emerged victorious in a further two all-Chinese contests, eliminating Yang Zi and Zhang Kai-Lin respectively.
Elsewhere in the draw, there were wins for Marina Melnikova and Ankita Raina.