Athens - Olympiakos conceded a goal after just 69 seconds of its Champions League campaign and went on to lose 3-2 to Sporting Lisbon at home in Group D on Tuesday.
Doumbia headed in Marcos Acuna's free-kick, leaving the home side looking stunned for the rest of the game.
Olympiakos was outpaced by the Portuguese, with the home team's recklessly forward-leaning defence again punished in the 13th minute when Gelson Martins burst through on goal and beat 'keeper Stefano Kapino.
Sporting stayed on the attack and Bruno Fernandez made it 3-0 two minutes before the break.
Despite encouragement from the home fans, Olympiakos struggled to find a way back for most of the second half. Substitute Felipe Pardo rescued some pride for his team by scoring twice in the final minutes, but it was too little and too late to earn a point.
Barcelona beat Juventus 3-0 in the night's other Group D game.