Opener Stuart Thompson hit 56 while Gary Wilson (41 no) and captain William Porterfield (39) added valuable runs as Ireland made 165-5 in Greater Noida.
It was not enough with Samiullah Shenwari (56) and Mohammad Shahzad (47) helping the Afghans to 171-4 with two overs to spare.
The sides meet again in the second T20 at the same venue on Friday.
Ireland suffered an early blow when opener Paul Stirling was dismissed for a duck and with just one run on the board.
Thompson and Porterfield steadied the innings before Wilson helped the Irish to a competitive total.
Shahzad and Najeeb Tarakai (27) put on an opening stand of 51 as Afghanistan cruised to their victory target.
Afghan spinner Amir Hamza (2-23) was the only bowler to take more than one wicket on a day when the bat dominated.
"We fell a little bit short of potentially a very big score. We could have added another 15 and gotten up to the 180 we were looking for," said Porterfield.
"As well as we played I thought we just came up short with the ball. We didn't quite execute things as well as we would have liked."
The loss of paceman Boyd Rankin for the T20s, because of a back problem, was another setback for the Irish on Wednesday.
Rankin is expected to return for the five ODIs against Afghanistan, starting on 15 March.

A pre-inquest review was due to take place on Monday, but has now been postponed until March.
West Sussex County Council said the full inquest was now likely to be held late 2017, but was "very dependent" on the police investigation.
A lawyer representing some of the victims' families described "a measure of frustration" at the news.
A vintage hawker hunter jet crashed on to the A27 during an aerobatic stunt at the Shoreham show in August 2015, killing 11 men.
The pilot, Andrew Hill, 51, survived the crash and is being investigated for manslaughter.
Plans were put in place for the inquest to begin in March, but neither the police investigation nor the full Air Accident Investigation Bureau (AAIB) report have yet been published.
Specialist aviation lawyer James Healey Pratt said the victims' families had full confidence in the coroner and the investigation.
He said the pre-inquest hearing was being delayed until March as a decision by the CPS on whether to bring charges was due then.
He also revealed the families had been invited to a meeting in Farnborough on 19 December, at which they would be told the results of the AAIB investigation.
Sussex Police's report is not expected until the new year at the earliest.
West Sussex Senior Coroner Penelope Schofield said the decision to postpone the pre-inquest review was "not taken lightly", particularly as she was anxious to ensure the inquests were dealt with in a timely manner.
But it was anticipated little progress could be made with the police and AAIB report still outstanding, she added.
Ireland started the three-match T20 series against Afghanistan with a six-wicket defeat in India on Wednesday.
[NEXT_CONCEPT]
An inquest into the deaths of 11 men at the Shoreham Airshow is not likely for another year, the BBC can reveal.