Bidding for a 400-800-1,500 treble of world titles, the Olympic champ ranked 17th in the 400 heats after posting a slow time of three minutes 48.05 seconds.
Runner-up behind Australia's Sam Short at last year's event in Fukuoka, Hafnaoui declined to talk to reporters after the setback.
He will bid to defend his 800 and 1,500m freestyle titles later in the meet.
Australia's former world champion Elijah Winnington qualified fastest for the 400 final later on Sunday with a time of 3:44.37, ahead of Germany's Fukuoka bronze medallist Lukas Maertens.
South Korea's Kim Woo-min qualified third for the final.
World champion Kate Douglass qualified fastest for the semi-finals of the women's 200m individual medley, winning her heat with ease in a time of 2:10.01.
Canada's Sydney Pickrem was second fastest (2:10.97).
