The second seed overcame a 5-2 deficit in the first set to defeat Vince Spadea 7-6 (7/3), 6-3.
Justin Gimelstob managed to win his opening match against Czech Lukas Dlouhy, fighting through for a 3-6, 7-5, 6-3 victory.
Gimelstob and Spadea are the only Americans to have played any European clay at all this spring, with the pair both losing in the first round last week in Barcelona.
Spadea proved unable to prevent a surge from Davydenko, whose game has been off the boil since injuring his hip in Davis Cup play a month ago.
The former world number one lost the Estoril final in 2004 to Argentine Juan Chela.
Davydenko's win brought relief for the 24-year-old who had lost in the first round at Valencia, Monte Carlo and Barcelona last month.
Gilles Muller of Luxembourg earned the first upset when he put out eighth seed Christophe Rochus of Belgium 6-2, 6-0.
Results:
Women (first round)
Maria Diaz-Oliva (ARG) bt Virginie Razzano (FRA) 3-6, 6-4, 6-2; Flavia Pennetta (ITA) bt Elena Vesnina (RUS) 6-2, 2-6, 7-6 (7/2); Antonella Serra Zanetti (ITA) bt Vera Douchevina (RUS) 6-4, 6-4; Paola Suarez (ARG) bt Maria Sanchez Lorenzo (ESP) 7-5, 6-3
Men (first round): Justin Gimelstob (USA) bt Lukas Dlouhy (CZE) 3-6, 7-5, 6-3; Nikolay Davydenko (RUS) bt Vince Spadea (USA) 7-6 (7/3), 6-3; Gilles Muller (LUX) bt Christophe Rochus (BEL) 6-2, 6-0.-—AFP