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.
Ireland started the three-match T20 series against Afghanistan with a six-wicket defeat in India on Wednesday.