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Satwiksairaj Rankireddy and Chirag Shetty lost 19-21, 15-21 to World No 1 pair of Kim Won Ho and Seo Seung Jae of Korea in the China Masters final.
It was Sindhu's eighth career loss to world number one An Se Young.
China's 11th seeds Chen Bo Yang and Liu Yi defeated the duo in a 67-minute battle.
The Indian duo lost to Malaysia's Man Wei Chong and Tee Kai Wun, 19-21, 16-21.
Sindhu led 15-11 before losing 22-20, 10-21, 18-21 to Pornpawee Chochuwong of Thailand.
The Indian men's doubles pair lost 21-10, 21-15 to South Korea's Kim Won Ho and Seo Seung Jae.
Indian pair beat Malaysian duo of Yew Sin Ong and Ee Yi Teo in quarters.
The Indian duo defeated World No. 2 pair of Kim Astrup and Anders Skaarup Rasmussen of Denmark, 21-16 21-19.
Sindhu lost to Singapore's Yeo Jia Min 16-21 21-17 21-23 in the second round.
One of the favourites for the gold medal, Satwik and Chirag, the reigning Asian Games champions and Commonwealth Games winners, squandered a first-game advantage.
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