Ghana striker Asamoah Gyan opened his account with Al Ain in the new season with two goals, but that was not enough to give the defending UAE Pro League champions a win.
The game ended 6-3 on Sunday in favour of Al Ahli Dubai.
The Baby Jet scored in both halves as his club finished with 10 men in their defeat to The Red knights.
Coach Cosmin Olaroiu will have to expect more from his charges in the next game as they seek to defend their title in the new season.
The Ghanaian goal machine won the goal king prize last season with 22 goals from 18 appearances to help Al Ain win the top flight.