Paire moved on with a 6-3, 6-4 win over Italian Flavio Cipolla at SDAT Tennis Stadium, but the news wasn't as good for Lu, who fell 6-4, 3-6, 6-4 to Germany's Matthias Bachinger.
Two Indian crowd favorites also posted first-round wins at the season-opening event.
They included wild card Somdev Devvarman, who bested Jan Hajek of the Czech Republic 6-3, 6-3, and qualifier Prakash Amritraj, who got past Frenchman Guillaume Rufin 6-7 (4-7), 6-2, 6-3.
Other Day 2 winners at Chennai included Ukrainian Sergiy Stakhovsky, Israeli Dudi Sela, Spaniard Roberto Bautista-Agut and German qualifier Cedrik-Marcel Stebe.
2014: The Year in Music [PHOTOS]