It was the match against the Russian Veronika Kudermetova that a male spectator shouted "Naomi, you suck".
Osaka, now ranked 78th in the world, tried to persuade the referee to take action, but was not heard.
And after 0-3 in the first set, the tears came.
Osaka, however, managed to gather and continue the match and raised their game in the second set.
But that was not enough to turn the match around, which she lost by 0-6.4-6.
- I have been mocked and crocheted before, so it did not really bother me.
But then I came to think of Venus and Serena.
That video should be seen by everyone, said the four-time Grand Slam winner Osaka, and burst into tears once again before she left the arena the night before Saturday Swedish time.
The Williams sisters were mocked in 2001.
The spectator could not be identified.
Murray has felt uncomfortable in the Davis Cup
- Of course I feel for Naomi and that she feels upset, but at the same time it is something that has always occurred in sports and has become part of the sport and something you have to prepare for, says Murray who last night was beaten by the Kazakh Alexander Bublik who won with 76- (9-7), 6-3, according to Reuters.
At the same time, Murray believes that tennis has been relatively spared from nesting spectators and compares with what, for example, football players often have to endure, especially at corners and throw-ins.
- I have felt a little uncomfortable in a couple of away matches in the Davis Cup, says Murray who then represented Great Britain.
Osaka was world number two at the beginning of last year, but then struggled with mental illness and jumped, among other things, from the French championships after the first round and refrained from playing at Wimbledon.