They followed a 3-2 loss to India in their opening group B game with a 2-1 loss to Belgium.
They ran into another side with an in-form goalie and are still searching for their first competition points in Paris.
The game was one of fine margins. The opposition converted more of their opportunities where as the New Zealanders left few goals out on the turf.
Belgium snatched an early lead from a penalty corner. Tokyo Olympics top goal-scorer Alex Hendrickx flicked it into the net.
It was a double blow for New Zealand. Simon Child got injured in the process of defending the penalty corner and he did not return for the rest of the game.
Belgium dominated the opening quarter but the Kiwis warmed up and roared into life in the second stanza.
Hayden Phillips found himself in space at the edge of the circle and unleashed a powerful shot which was expertly saved by Vincent Vanasch.
Not to be outdone at the other end, Dom Dixon also made a number of crucial saves throughout the game.
New Zealand applied good pressure in the third quarter and eventually found their way through when Phillips found the stick of Sam Lane with a slick pass across the face of the goal.
The joy of equalising was short-lived, though. Belgium went ahead straight from the restart with Florent Van Aubel scoring a world-class volley.
That proved to be the match-winner.