It was perhaps a slightly unfortunate but still worrying mode of dismissal for the man who, it is hoped, will open alongside Cook in back-to-back Ashes series this year.
Conditions did not appear especially taxing for batsmen, yet England were three down inside 11 overs.
Cook had a let-off in the 10th, dropped by diving debutant Bruce Martin when he clipped Trent Boult aerially to midwicket, but he could add only a single before Wagner got him, failing to keep his tame cut shot away from point where he was caught shoulder high.
Pietersen never got bat on ball at all, undone lbw by a good inswinger from left-armer Wagner which struck him on the crease and bang in front.
Ian Bell dealt convincingly with the hat-trick ball at least. But he and Jonathan Trott had a major task on their hands to put England back on track at the start of a three-match series many expect them to dominate.