COPENHAGEN, 20 Aug 2015, (AFP) - Teeing off at the 10th, his back-nine surge, featuring an eagle at the 11th and then five consecutive birdies from the 13th, equalled the lowest nine holes on the European Tour this year.
He looked set for a first-ever 59 in Tour history when he birdied the second, but the three-time European Tour winner's hopes suffered when he bogeyed the fifth and missed an eagle putt on the sixth.
"It's always fabulous to get off to a start like that," said Horsey, who is eight under par and holds a one-shot lead over Wales's Oliver Farr.
"I holed my third shot on the 11th from 130 yards to make eagle, then I had five birdies in a row from the 13th, so it was a very good first nine.
"It was a little disappointing not to make a few more on the front nine -– my back nine -– but eight-under 63 is a great score.
"The magic number crept into my head going down the fourth -– my 13th -– and I wouldn't say it affected me too much but I three-putted, then made a mess of the next hole.
"After that it was just about getting to my strategy and finishing strongly, and I managed to do that.
"I'm pleased with how I handled myself in that situation, and you don't get many opportunities to shoot 59, so I can probably be excused for letting it creep in."
Scotland's Paul Lawrie is third overnight, two shots off the lead, after a bogey-free 65 gave him his lowest round in more than two years.
Leading first round scores in the Made in Denmark European Tour event at the Himmerland Golf and Spa Resort, Farso on Thursday (GBR/IRL unless stated, Par 71):
63 - David Horsey
64 - Oliver Farr
65 - Paul Lawrie
66 - Soren Kjeldsen (DEN), John Parry, Carlos del Moral (ESP), Peter Lawrie, Terry Pilkadaris (AUS), Bradley Dredge, Graeme Storm
67 - Jean-Baptiste Gonnet (FRA), Lasse Jensen (DEN), Lee Slattery
68 - Kim Sihwan (KOR), Mads Sogaard (DEN), Chris Paisley, Morten Orum Madsen (DEN), Darren Fichardt (RSA), Seve Benson, Florian Fritsch (GER), Simon Wakefield, Tom Lewis, Daniel Woltman (USA), Martin Ovesen (DEN), John Axelsen (DEN), Richard Green (AUS), Eduardo De La Riva (ESP), Chris Doak
69 - Anders Hansen (DEN), Benjamin Poke (DEN), Pelle Edberg (SWE), Jason Scriverner (AUS), Peter Hanson (SWE), Robert Karlsson (SWE), Stephen Dodd, Thomas Bjorn (DEN), Simon Thornton, Benjamin Hebert (FRA), Hennie Otto (RSA), Daniel Gaunt (AUS), Jacob Glennemo (SWE), Shiv Kapur (IND), Rasmus Hjelm (DEN), Richard McEvoy, Rikard Karlberg (SWE), Darren Clarke, David Drysdale, Daniel Lokke (DEN), Connor Arendell (USA), Petr Gal (CZE), Matthew Fitzpatrick