The 2017 champion beat Naomi Osaka 7-5, 4-6, 6-1 Monday at the WTA Finals, the season-ending tournament for the top eight players in the world.
Both players are making their debut appearances at the tournament, but Stephens appeared to be more composed while Osaka, who became the first Japanese citizen to win a Grand Slam title last month in New York, never seemed comfortable.
"I'm just really happy to get through and play a good competitive match," Stephens said on court after the match. "I never gave up. I knew she's been playing well and I'd have to play really good tennis to beat her."
Both players struggled to hold serve. Osaka was broken on seven of 19 break-point opportunities, while Stephens was broken on four of 12.
Stephens entered the tournament with 33 wins this season, the least of any of the eight qualifiers. She reached her second career Grand Slam final at this year's French Open, and won the Miami title.
Osaka continually showed her frustration during the match. When she failed to capitalize on four break points in the fourth game of the second set, she made a visible shrugging gesture with both hands.
Stephens gifted the second set to Osaka when she double-faulted on a second set point in the 10th game. But Osaka appeared to be mentally fatigued and only managed to hold serve in the third game of the final set.
Nevertheless, Osaka was encouraged in knowing she'll play at least two more matches in the round-robin format.
"I took my five-minutes of being really sad," Osaka said. "I just tried to think that you learn more when you lose, so what can I learn from this match and try to apply it to the next match?
"I think, in a way, that you can only get better every match you play."
Kiki Bertens, who qualified for the draw when No. 1 Simona Halep withdrew with a herniated disk in her back, fought back to beat top seed Angelique Kerber 1-6, 6-3, 6-4.
"I was really happy to turn this match around," Bertens said. "I had a little (on-court) chat with my coach when it wasn't going so well. We decided I should go a little bit more for my shots and be more aggressive."
The first seven games of the third set were service breaks before Bertens held for a 5-3 lead. Kerber, a finalist here in 2016, finally held in the ninth game, but couldn't prevent Bertens from serving out the match.
"I started really well and she started playing better and better and then I dropped a little bit with my intensity," Kerber said. "In the third set I had so many chances and I couldn't take it."
Kerber plays Osaka and Stephens takes on Bertens in the second group matches on Wednesday.