Sabalenka recorded her tour-leading 31st victory this season on the Madrid clay, adding the WTA 1000 trophy to titles in Brisbane and Miami.
The fourth-seeded Djokovic suffered a second consecutive opening defeat, after losing his opener against Alejandro Tabilo in Monte Carlo two weeks ago.
Iga Swiatek admits the strict doping protocols can be stressful for players but feels like she has "been through the worst" after surviving her positive test over contaminated melatonin.
The 38-year-old Spaniard, winner of 22 Grand Slam trophies, including 14 at Roland Garros, retired from the sport after his final match at the Davis Cup in Malaga in November.
The top-seeded Zverev, appearing in his first final since losing to Jannik Sinner in the Australian Open title decider in January, had little trouble dealing with Shelton, ranked 15 in the world.
The fifth-ranked Djokovic struggled to find his rhythm in a 6-3, 6-4 loss to Chilean Alejandro Tabilo in the second round, making an inauspicious start to his clay season.
The 19-year-old said that he had filled out his withdrawal form ahead of his match with Spaniard Roberto Bautista Agut and went to the referee's room -- but the official was out for lunch.
The Spaniard world number three, speaking ahead of the Miami Open, said he had not been given any notice of the legal case from the Professional Tennis Players' Association (PTPA) or the strongly-worded statement issued on Tuesday.
A four-time Grand Slam champion, Alcaraz said he was too focused on what weapons British left-hander Jack Draper might bring and unable to calm the pre-match jitters that prevented him from rising to the occasion.
Wimbledon champion Alcaraz, who made the semi-finals at Roland Garros last year, scrambled to a 6-3, 6-4, 2-6, 6-2 second round victory over a player taking part in only his second Grand Slam main draw.
Djokovic, chasing a fourth title at Roland Garros and record 25th Grand Slam triumph, came through against 142nd-ranked French opponent Pierre-Hugues Herbert 6-4, 7-6 (7/3), 6-4.
They are six young Italians dressed as carrots who are at the French Open in a colourful attempt to inspire Sinner to victory.
"Of course, on paper it is not the best draw," Nadal said ahead of the match on Court Philippe Chatrier
"It feels really nice to be back and I'm just really grateful to be here in front of everybody," said Osaka.
Nadal, who has won the French Open 14 times and will celebrate his 38th birthday on June 3, faces world number four Alexander Zverev in the first round in Paris on Monday.
He said if Nadal was in the French Open draw, he could not be ruled out, despite his injury problems and growing competition from a younger generation.
World number five Zverev, also Foro Italico champion in 2017, comfortably won his sixth Masters 1000 title by beating Nicolas Jarry 6-4, 7-5 and is eyeing glory at the Paris clay-court Grand Slam, which gets underway next weekend.
In front of a packed centre court crowd Swiatek won her 36th match of the year and became the first woman since Serena Williams in 2013 to win at Madrid and Rome in the same season.
Djokovic said that his subdued performance on a court where he has won six titles might have been due to the blow suffered while greeting fans on Friday night.
