The veteran pitcher allowed a run and two hits in two innings as the Padres lost to the San Francisco Giants 5-2.
Giants pitcher Madison Bumgarner struck out five in three shutout innings in his spring debut.
"First time in this uniform," Volquez said. "I don't always get nervous, just this time, especially with a new organization and a lot of eyes on me. A friend told me sometimes it's good when you're nervous, but you can't be scared."
Bumgarner was very good in his first start as he needed only 44 pitches to get through the third inning.
The left-hander, who went 13-13 with a 3.21 ERA in 33 starts last season, limited the Padres to two hits and walked one.
"My command feels pretty good," Bumgarner said. "Everything seems to be on schedule. It's better than usual. I'm just trying to focus as if it's the regular season."
San Francisco outfielder Angel Pagan had an RBI single in three at-bats.
An 18-game winner in 2008, Volquez came to the Padres in a Dec. 17 trade that sent Mat Latos to the Cincinnati Reds. The Padres hope to get Volquez, who was 5-7 with a 5.71 ERA in 20 starts last season, back on track.
Volquez had reconstructive elbow surgery in 2009 and received a 50-game suspension for use of performance-enhancing drugs in 2010.
Pitching coach Darren Balsley has worked closely with Volquez this spring, encouraging him to be aggressive earlier in his starts. He has also made several minor adjustments to Volquez's setup.
Thus far the Padres like what they see from Volquez, who threw strikes on 23 of 31 pitches. Volquez walked one and struck out one.
"Every time he has been on the mound we've seen a focused guy," Padres manager Bud Black said. "His velocity was there and he had good secondary pitches. The delivery was good."
Volquez said he approves of the Padres' adjustments. He also likes the way he adjusted after his bout with nervousness in the first inning.
"I like what I've been doing," Volquez said. "That's what I want is to be consistent and get ahead in the count."
San Francisco catcher Buster Posey is expected to start his first game of the spring on Friday, manager Bruce Bochy said. Posey hasn't played in a game since he broke his leg May 25 in a collision at the plate. He is expected to catch two innings. ... Bochy said second baseman Freddy Sanchez, who had surgery last August to repair a torn labrum in his right shoulder, will make his spring debut and serve as the team's designated hitter on Friday against the Cincinnati Reds. ... RHP Ryan Vogelsong threw off a bullpen mound for the first time this spring. Vogelsong has been sidelined with a sore back. ... Padres infielder Logan Forsythe is headed back to San Diego for surgery on a fractured left foot, manager Bud Black said. Forsythe will be out for at least eight weeks.