PRETORIA, 12 Mar 2015 (AFP) - South African Wallie Coetsee and Australian Brett Rumford are one stroke behind at the 6,459-metre (7,063-yard) Pretoria Country Club in the European Tour-Sunshine Tour co-sanctioned event.
South Africans Merrick Bremner, Dean Burmester and Keith Horne are on 65 with Frenchman Raphael Jacquelin after a round staged in perfect early autumn conditions.
Madsen, who shared third place at the Africa Open in East London last weekend, aced the eighth and eagled the ninth for a fantastic finish having played the back-nine first.
He used a wedge for his hole-in-one and sank a 12-footer at the next hole after reaching the green with a drive and a three iron.
"I said to my caddy last week that a hole in one is on the cards pretty soon," said the 1.91-metre (six foot three inch) Danish giant.
"The last couple of weeks I have been hitting some approach shots really close to the pin.
"I have found something in my game that is working and I have been pretty consistent -- I played my back nine today really well."
Madsen, whose round included two eagles, four birdies and one bogey, is hunting a second European Tour title having won the 2013 South African Open.outward
Three-time European Tour winner Horsey birdied three outward-nine and four inward-nine holes and did not drop a shot.
An eagle, five birdies and a bogey were in the Coetsee card while Rumford was a model of consistency with three birdies on each half of the course.
Defending champion Ross Fisher from England started with a one-under 69 and Europe 2016 Ryder Cup captain Darren Clarke of Northern Ireland carded a one-over 71.
Leading Tshwane Open first-round scores Thursday at the par-70, 6,458-metre (7,063-yard) Pretoria Country Club (RSA unless noted):
63 - David Horsey (ENG), Morten Orum Madsen (DEN)
64 - Wallie Coetsee, Brett Rumford (AUS)
65 - Merrick Bremner, Dean Burmester, Keith Horne, Raphael Jacquelin (FRA)
66 - Oliver Bekker, Rhys Enoch (WAL), Trevor Fisher jnr, Edoardo Molinari (ITA), Erik van Rooyen, Ricardo Santos (POR), Ockie Strydon, Chris Swanepoel, Justin Walters, Steve Webster (ENG)
67 - George Coetzee, Marco Crespi (ITA), Oliver Fisher (ENG), Vaughn Groenewald, Craig Lee (SCO), Mike Lorenzo-Vera (FRA), Adrian Otaegui (ESP), Graeme Storm (ENG), Dawie van der Walt