The 25-year-old displayed an uncertain style in the slalom and finished second-last in the first run, more than 16 seconds behind the fastest man and, as a result, missed out on the second round.
But Kalhor was happy with his debut, pointing out that he hadn't missed a gate and had at least reached the end of the course unlike superstars Benjamin Raich of Austria and America's Bode Miller who both failed to finish.
"The course was very slippery," said Kalhor, a sports management student.
"To take part in a downhill at Kitzbuehel I would have had the strength and courage, but I missed training."
From a humble background, Kalhor grew up in the mountainous regions north of Tehran and has financed his career by giving skiing lessons to the capital city's rich.
"Our aim is for him to be the best 'exotic' skier at the 2010 Winter Olympics," said his manager Dana Wafai.
"We know that he has no chance against the Austrians, Swiss and French."
Kalhor won't compete at the world championships in Val-d'Isere from February 2-15, but he will be back on the slopes on Tuesday in the World Cup night slalom at Schladming.