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We study adiabatic reverse annealing (ARA) in an open system. In the closed system (unitary) setting, this annealing protocol allows avoidance of first-order quantum phase transitions of selected models, resulting in an exponential speedup compared with standard quantum annealing, provided that the initial state of the algorithm is close in Hamming distance to the target one. Here, we show that decoherence can significantly modify this conclusion: by resorting to the adiabatic master equation approach, we simulate the dynamics of the ferromagnetic $p$-spin model with $p=3$ under independent and collective dephasing. For both models of decoherence, we show that the performance of open system ARA is far less sensitive to the choice of the initial state than its unitary counterpart, and, most significantly, that open system ARA by and large loses its time to solution advantage compared to standard quantum annealing. These results suggest that as a stand-alone strategy, ARA is unlikely to experimentally outperform standard "forward" quantum annealing, and that error mitigation strategies will likely be required in order to realize the benefits of ARA in realistic, noisy settings.