The quick-footed 16-year-old, the first member of the United States' Olympic team to be born in the 2000s, put up a fight against his world number 111-ranked opponent in the last three games but eventually succumbed 4-1 in the preliminary round.
"The last three games were all very close games, I had chances in all of them, (but)...especially when it's close like 9-9, 10-10, I'm a little more nervous, and then he was attacking more in those moments," he told reporters.
Jha has become a poster boy of a new generation of table tennis players in the United States, which has struggled to develop competitive talent in the sport.
'The younger generation has taken over' - Becker hails 'Dame Emma Raducanu'
Massimo Costantini, the U.S. table tennis team's coach, said Jha had become nervous after his match was delayed, and his lack of experience had caused him to make some "naive choices" and mistakes that cost him the game.
"We are confident that being 16 years old and having played his first Olympics, he will build hopes for the future," he said of Jha, who currently ranks 275. Jha will still compete in the men's team event which begins on Aug. 13.
Crowds in the half-filled table tennis venue waved Brazilian flags, with the loudest cheers saved for Latin American competitors and the home team.
In the women's singles category, Melissa Tapper, who is first Australian to compete in the Olympics and Paralympics, was knocked out in the preliminary round after losing 4-2 to Brazil's Caroline Kumahara.
'It is time to kick out the Big Three' - Harris says next generation are here to stay
'It's not acceptable' - Djokovic gets 'unfair treatment' compared to Federer and Nadal, says Becker