Andrea Costa headed the only goal for the visitors just before the hour to stun a half-empty San Siro on a hot, summer's evening, making it painfully obvious that the 18-times Italian champions are in for a long, difficult season.
Inter Milan and Napoli had no such problems, starting with 3-0 wins at Pescara and Palermo respectively.
Dutchman Wesley Sneijder and Argentine forward Diego Milito scored twice in two minutes early on for Inter before Brazilian Philippe Coutinho added the third in the 81st minute on an unhappy Serie A return for Pescara after a 19-year absence.
Antonio Cassano, who joined Inter from neighbours Milan in a swap with Giampaolo Pazzini, set up the second goal.
Marek Hamsik put Napoli ahead in first-half stoppage time and Christian Maggio and Edinson Cavani added two late goals as they made light of Ezequiel Lavezzi's absence after the Argentine forward was sold to Paris Saint-Germain.
Eighteen-year-old Uruguayan Nicolas Lopez scored a stoppage-time equaliser, five minutes after coming on as a substitute to give AS Roma a 2-2 draw at home to Catania. Brazilian midfielder Hernanes gave Roma's neighbours Lazio a 1-0 win at Atalanta.
SLUGGISH MILAN
Milan were disjointed and sluggish before Sampdoria's goal, although they greatly improved after striker Robinho was substituted immediately afterwards.
In the final half-hour, Mario Yepes and Kevin-Prince Boateng both hit the post for Milan and Urby Emanuelson had a shot headed off the line in stoppage time while Argentina goalkeeper Sergio Romero performed heroics for the visitors.
The win left Sampdoria on two points after they had a point deducted over their involvement in the Calcioscomesse match-fixing scandal before the season started.
Robinho reacted angrily to his substitution although coach Massimiliano Allegri had little choice after the Brazilian wasted several good openings with his inability to pass to better-placed team-mates.
"We mustn't get discouraged or drop our heads, we have to improve and we will do so little by little," said coach Massimiliano Allegri. "We have all the ingredients to do well."
"I understand the discontent of the fans and we're also unhappy," said Riccardo Montolivo, who made his Serie A debut for the team after his move from Fiorentina. "We reacted well in the second half and deserved a different result."
Milan suffered a host of departures in the close season, headed by talismanic striker Zlatan Ibrahomivic and defender Thiago Silva who headed for wealthy PSG.
Cassano, Alessandro Nesta and Clarence Seedorf were among others to leave the club.
They also had injury-plagued Brazilian striker Alexandre Pato once again on the sidelines.
The first half contained almost no real openings although Sampdoria striker Eder tested goalkeeper Christian Abbiati with a snapshot.
Robinho was
