MALMÖ, May 29, 2014 (AFP) - Malmo native Dantrop made full use of home advantage as he shared the lead with England's Eddie Pepperell.
World number two Stenson, playing the event for the first time since 2011, sat three shots behind alongside Spanish veteran Miguel Angel Jimenez, whose recent good form has put him to the brink of Ryder Cup qualification aged 50.
"This is my home course so I try to play it as much as I can when I'm home," said Dantorp.
"I can't really explain how good the support I got today was. All my friends, all my buddies were here and there was so much applause. That was one of the biggest keys to my success today; it definitely helped me."
Dantorp began his round on the back nine and birdied 11 and 12 before picking up further shots on 16 and 18 to reach the turn in 32.
More birdies followed on one and six to put the 25-year-old at the top of the leaderboard alongside Pepperell, who birdied his final two holes to complete a 66 containing a single dropped shot.
The leading duo were one shot clear of a pack of five players on five under, including Swedes Sebastian Soderberg and Rikard Karlberg.
Stenson's 69 included just seven pars as he and Jimenez were in a large group at three under including Scotland's Scott Jamieson, English duo Simon Dyson and Oliver Fisher, home favourite Peter Hanson and France's Victor Dubuisson.
Leading first round scores in the EPGA Swedish Masters in Malmo on Thursday (par 72):
66 - Eddie Pepperell (ENG), Jens Dantorp (SWE)
67 - Stephen Gallacher (SCO), Sebastian Soderberg (SWE), Gareth Maybin, Daan Huizing (NED), Rikard Karlberg (SWE)
68 - Craig Lee (SCO), Adam Gee (ENG), Paul Waring (ENG), Jorge Campillo (ESP), Rafael Cabrera-Bello (ESP), Johan Carlsson (SWE)
69 - Mikael Lundberg (SWE), Sihwan Kim (NOR), Simon Dyson, Johan Edfors (SWE), Thongchai Jaidee (THA), Scott Jamieson (SCO), Oliver Fisher (ENG), Peter Hanson (SWE), Wade Ormsby (AUS), Michael Hoey (NIR), Bradley Dredge (WAL), Henrik Stenson (SWE), Roope Kakko (FIN), Stuart Manley (WAL), Victor Dubuisson (FRA), Ricardo Gonzalez (ARG), Miguel Angel Jimenez (ESP)
Selected:
70 - Thomas Bjorn (DEN)
71 - Jose-Maria Olazabal (ESP), Niclas Fasth (SWE), Alejandro Canizares (ESP), Gregory Havret (FRA), Edoardo Molinari (ITA), Jeev Milkha Singh (IND), Jin Jeong (KOR)
72 - James Kingston (RSA), Richard Green (AUS)
73 - Darren Fichardt (RSA)
75 - Peter Lawrie (SCO)
78 - Francesco Molinari (ITA)