Selekhmeteva was playing her first match under the Spanish flag, having switched allegiance earlier this week.
Kostyuk did not shake hands with her opponent, as Ukrainian players have a long-standing policy of not shaking hands with Russian or Belarusian players.
The 23-year-old has been an outspoken critic of Russia and its ally Belarus since it began its invasion on Ukraine in 2022.
“My biggest example is the Ukrainian people,” Kostyuk said.
“I woke up this morning and looked at all these people who woke up and kept living their lives, kept helping people who are in need.
“I knew a lot of Ukrainian people would come out and support today. My friends from Ukraine came to support and I’m very happy to have them here.
“I’m incredibly proud of myself. I think it was one of the most difficult matches of my career.”
Only Mirra Andreeva (15) has claimed more wins on clay on the WTA Tour this season than the in-form Kostyuk (12), who remains unbeaten on the surface in 2026.
She will face either American Katie Volynets or French player Clara Burel after reaching the second round at Roland Garros for the third time in seven appearances.