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In an Instagram post starting with the warning "watch your eyes" the world number nine shared a few of the messages with his followers in which he was described as a "stupid black monkey" and "loser".
Often Monfils, 35, responds to frequent abuse directed at him and his family with emojis of black hands.
"Unfortunately I gave it everything, but was very bad," he wrote above one insulting post after Thursday's match.
"Not a good evening, but I hope to come back stronger."
The French player made his return in Rome after more than six months off court due to the coronavirus pandemic.
After receiving a first-round bye he was eliminated 6-2, 6-4 by German qualifier Dominik Koepfer, ranked 97th in the world.
"It was really not great," said Monfils of his last warm-up before the French Open, where he reached the semi-finals in 2008.
"It frustrates me enormously to have played so badly."
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