The Foxes were behind after just seven minutes, courtesy of Megan Bell's opener in Quorn, but Jonathan Morgan’s side were level inside 60 seconds through Libby Smith's effort.
However, despite the scores being level at the break, the visitors took control of the clash in the second half, with Lisa Robertson putting them back in front on 59 minutes.
City were still in the game as the final 20 minutes approached, but a fine hat-trick from Becky Salicki added a touch of gloss to scoreline, a 5-1 win, for Durham.
Leicester will hope to recover immediately from the set-back when they travel to Sheffield Olympic Legacy Park to face Sheffield United on Sunday 25 August (2pm BST kick-off).
Throughout the 2019/20 campaign, supporters can follow Leicester City Women with weekly reports on LCFC.com and updates in the new-look CITY Matchday Magazine.
The details
City: Lambourne (Field), N. Johnson, Morgan (c), Cataldo (Bailey-Gayle), Jhamat, Smith, Blanchard, James, Dugmore, Brown, L. Johnson (Nuttall)
Subs not used: Everett, Moncaster, Thomas, Popple
Goal: Smith 8'