The Americans took an early lead with a headed goal by Mykell Bates and looked in control before 32nd and 43rd minute goals put Tajikistan up at halftime.
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Gregory Garza and Billy Schuler scored within the first eight minutes of the second half and the USA was still up, 3-2, with eight minutes left in regulation.
But long-range efforts by Nuriddin Davronov and Fatkhullo Fatkhuloev gave Tajikistan, third in Asian qualifying, the victory.
The USA last gave up four or more goals when it lost, 5-3, in 2001 to eventual champion France. The 2001 tournament was also the last time the USA failed to reach the second round.
The Americans face Tunisia, a 4-2 winner of Belgium, Thursday at 3:45 am ET (live on ESPN2 and ESPNU; replay a noon ET on ESPNU).
"We didn't manage the match very well at the end, and I think we played a little bit too defensively and too conservatively," Hackworth said. "It's not over. There are still six points out there, we still have two more games left to try and advance out of this group."
The U.S. started the game without leading scorer Ellis McLoughlin, who was suffering from the effects of strep throat. He was replaced in the starting lineup by Abdusalam Ibrahim but entered the game with five minutes left.
Aug. 20 in Changwon, South Korea
Tajikistan 4 USA 3
Goals: Vasiev 32, Shohzukhurov (Fatkhuloev) 43, Davronov 82, Fatkhuloev 86; Bates (Garza) 9, Garza (Schuler) 48, Schuler (Nimo) 53.
Tajikistan - Berdiev, Radzhabov, Vasiev, Sobirov (Davronov, 81), Yusupov (Dzalilov, 67), Shohzukhurov, Tukhtasunov, Tokhirov (Karabev, 73), Qodirov, Fatkhuloev, Qurbonov.
USA - MacMath, Williams, Bates, Wenzel, Sarkodie, Jeffrey, Dominguez (McLoughlin, 85), Garza (Zimmerman, 79), Nimo, Ibrahim (Shea, 71), Schuler.
Shots on goal: 6-8
Corner Kicks: 1-8
Offside: 2 -3
Yellow cards: TJK - Fathuloev 16; USA -Wenzel 20.
Referee: Koman Coulibaly (Mali)