ANCHO MIRAGE, April 4, 2014 (AFP) - Feng, seeking to add a second major title to her 2012 LPGA Championship crown, is looking for a fourth LPGA Tour title overall.
South Korea's Pak Se-Ri was tied for second with American Michelle Wie, one shot off the lead.
Feng, playing in benign morning conditions in the California desert near Palm Springs, had seven birdies and one bogey on the Dinah Shore Tournament Course at Mission Hills Country Club.
South Korean Amy Yang and amateur Angel Yin of the United States shared fourth place on four-under 68, while South Korean Shin Ji-Yai, American Cristie Kerr and Jenny Rosales of the Philippines were tied on 69.
World number one and defending champion Park In-Bee of South Korea struggled to a two-over 74 that left her tied for 46th.
Leading first-round scores on Thursday in the LPGA Kraft Nabisco Championship, first women's major of the year (USA unless noted, par-72, a-denotes amateur):
66 - Feng Shanshan (CHN)
67 - Pak Se-Ri (KOR), Michelle Wie
68 - Amy Yang (KOR), a-Angel Yin
69 - Shin Ji-Yai (KOR), Jennifer Rosales (PHI), Cristie Kerr
70 - Chella Choi (KOR), Morgan Pressel, Tiffany Joh, Kang Hae-Ji (KOR), Ryu So-Yeon (KOR)
71 - Austin Ernst, Lee Jee-Young (KOR), Caroline Hedwall (SWE), Pornanong Phatlum (THA), Anna Nordqvist (SWE), Nicole Castrale, Mirim Lee (KOR)
72 - Mariajo Uribe (COL), Azahara Munoz (ESP), Park Hee-Young (KOR), Paula Creamer, Sandra Gal (GER), Catriona Matthew (GBR), Choi Na-Yeon (KOR), Lee Mi-Hyang (KOR)