JOHANNESBURG, 26 Feb 2015 (AFP) - The 45-year-old is one shot ahead of compatriots Titch Moore and Tjaart van der Walt and Belgian Thomas Pieters at the Royal Johannesburg and Kensington Golf Club.
Another couple of South Africans, Dean Burmester and Garth Mulroy, lie a further stroke behind with Australian Jason Schrivener.
Henning, a 45-year-old native of Western Cape seaside resort Knysna, did not perform like a golfer without a tournament triumph in nine years.
It did help, though, that he played the west course -- considered easier that the east -- in the two-course European Tour-Sunshine Tour co-sanctioned event.
Four under after three holes, Henning snatched three more front-nine birdies for a half of 29, seven under in perfect, late South African summer conditions.
His hot streak cooled on the inward nine with just two birdies, but he did not drop a shot and matched the eight-year course record of South African Desvonde Botes,
"It was fantastic," four-time Sunshine Tour winner Henning told reporters.
"For each shot you stand over the ball and decide to hit it as best you can. That worked today and hopefully I can carry it on.
"It has been a long time since I shot a 62," said the golfer without a top-10 finish in five years.
"Over the last few seasons my scores have been really terrible and it is nice to get a good round under the belt.
"It proved to me that I can still play well."
"I will try to hit the fairways tomorrow and put myself in good positions. It is about taking every shot as it comes."
Dane Joachim Hansen, among six golfers to card 65s, needed only 28 shots to cover the second nine of the west course.
He picked up an eagle and five birdies and did not score higher than three on six consecutive holes from the 12th.
South African George Coetzee launched his Joburg Open title defence with a 66 while new Europe Ryder Cup captain Darren Clarke from Northern Ireland had to settle for a 72.
Leading Joburg Open first-round scores Thursday at the Royal Johannesburg and Kensington Golf Club west and east courses (RSA unless noted):
62 - Nic Henning
63 - Titch Moore, Thomas Pieters (BEL), Tjaart van der Walt
64 - Dean Burmester, Garth Mulroy, Jason Scrivener (AUS)
65 - Byeong Hun An (KOR), Jorge Campillo (ESP), Andrew Curlewis, Simon Dyson (ENG), Joachim Hansen (DEN), Scott Henry (SCO)
66 - Wallie Coetsee, George Coetzee, Niclas Fasth (SWE), Le Roux Ferreira, David Howell (ENG), Sam Hutsby (ENG), Sihwan Kim (USA), Peter Lawrie (IRL), Renato Paratore (ITA), Victor Riu (FRA)