The world number ones faced very different challenges at a sunny Melbourne Park but the outcome was the same.
While Henin-Hardenne destroyed 15-year-old Australian wildcard Olivia Lukaszewicz 6-0, 6-0 at barely a canter, Roddick heaved aside burly Chilean Fernando Gonzalez 6-2, 7-5, 7-6.
The comprehensive manner of the American world number one's victory against a player regarded as one of the most dangerous non-seeds in the Open's 128-man draw serves as notice that he is peaking at the right time.
"I don't think it was a good draw for either of us, I really had to play well out there," U.S. Open champion Roddick said.
A more powerful Henin-Hardenne did not face such stern opposition against her overawed opponent and barely put a foot wrong during the 46-minute match.
"I'm very surprised about the way I'm feeling right now and the experience I got from the two Grand Slam victories last year," said Henin-Hardenne.
"It gave me a lot of confidence. Even if I'm not playing my best tennis during practice. I just stay very calm because I know that on the court everything is different."
Champion Andre Agassi looked as sharp as ever under the lights, dismissing Australia's Todd Larkham 6-1, 6-3, 6-4 as he seeks a fifth Australian Open crown.
"It has been a number of great years for me here -- I missed so many years at the start here and I am really regretful for that," Agassi said. "To be here now is just great.
ALWAYS HAPPY
"You're always happy to get through it, no question."
Less happy on Monday was Agassi's victim in that 2003 final, Rainer Schuettler. The German was left despondent after a loss to Sweden's Robin Soderling.
Seeded sixth this year, Schuettler let slip a two-set lead before exiting 4-6, 4-6, 7-5, 6-3, 6-4.
"It was a dream last year and I had great memories. Hopefully, I can start winning again and things will get better, they can't get worse," he said.
Another former finalist left the tournament on day one but Carlos Moya had not even had a chance to hit a ball.
The Spaniard, runner-up in 1997, pulled out of his first-round match with James Blake with an ankle injury.
Schuettler and Moya were joined at the exit by Russian seeds Elena Dementieva and Nadia Petrova, who were also both early casualties in Melbourne.
Seventh seed Dementieva slumped to Jelena Jankovic of Serbia and Montenegro 6-1, 6-4 while 10th seed Petrova lost to Hungarian Aniko Kapros 6-3, 6-3.
A dejected Dementieva, who also lost in the first round last year said: "Maybe I should not play the Australian Open next season because I never play well here.
"I think it was impossible to be ready to play... after being with my family in Moscow at Christmas. But I wouldn't change my schedule. My life is more important to me than tennis."
Vera Zvonareva and Svetlana Kuznetsova fared better in a mixed start for the Russians.
Eleventh seed Zvonareva pounded Czech Zuzana Ondraskova 6-3, 6-1 and 30th seed Kuznetsova breezed past American Shenay Perry 6-3 6-3.
Fourth seed Amelie Mauresmo swept past Taiwanese Chuang Chia-Jung for the loss of just one game and fifth seed Lindsay Davenport wiped Ruxandra Dragomir 6-2, 6-3.
