Ekurhuleni, South Africa, Nov 15, 2012 (AFP) - The former world number four ended the sweltering day with a six-under-par 66 in a tie with newcomer Matthew Carvell from South Africa.
Hoping for his first title since the 2009 Players Championship, the Swede started strong with birdies on the first, second, sixth and eighth holes, before a bogey on the three-par 12th. He recovered well with another birdie on the 15th and a long tee for the surprise eagle.
"There's not much to hold back when you have a 330 metres to the pin," he said.
"You give it your all, and I hit a really nice drive and it came up on the fringe about 15 foot away. I managed to make the little putt, which was nice."
Six-time European title champion Stenson hopes to improve his 59th position in the Race to Dubai and stay under the top 60 to go to Jumeirah Golf Estates on December 8-11.
South Africa's Merrick Bremmer leads after the first round, with a course record eight-under-par 64 in Ekurhuleni east of Johannesburg.
The 26-year-old Pretoria native was little fazed by big competitors with the likes of Stenson, Charl Scwhartzel and Martin Kaymer.
"It's a big field, and obviously I'm not as high up as those boys, but anyone can win a golf tournament. It's just about how well you can play at an event," he said.
Scotland's Craig Lee and South African Alex Haindl were tied in fourth place on 67.
Meanwhile, amateur player Terence Boardman from South Africa made a hole in one on the 12th hole, using a five-iron on the 206-metre (225-yard) hole.
Local favourite Charl Schwartzel fought back from a double bogey on the 12th to end sixth with four-under-par 68.
"It was solid today. I started off nicely and I made that double by four-putting. It was from off the green, but I used the putter four times, which wasn't ideal," said the 2011 Masters champion.
He remained confident to win his first SA Open, at 102 the second-oldest tournament in the world after The Open Championship.
"Any time you shoot four-under in your opening round you're in there. You're not going to win it today, you've got to keep posting scores and take it on Sunday," he added.
Germany's Kaymer, currently fifth in the Race to Dubai, started with a double-bogey, but was unperturbed with his two-under par putting him in 27th position.
"I have three chances left, and if I can shoot one really low one, like six or seven-under, which is possible, then I think I can put myself in a good position on Sunday."
Scores after the first round of the SA Open over the par-72, 7096-metre Serengeti Golf and Wildlife Estate on Thursday:
64 - Merrick Bremner (RSA)
66 - Matthew Carvell (RSA), Henrik Stenson (SWE)
67 - Craig Lee (SCO), Alex Haindl (RSA)
68 - Darren Fichardt (RSA), Charl Schwartzel (RSA), Bernd Ritthammer (GER), Adrien Bernadet (FRA), Oliver Bekker (RSA), Magnus A Carlsson (SWE), Jake Roos (RSA), Michael Jonzon (SWE)
69 - Steven Tiley (ENG), David Drysdale (SCO), Espen Kofstad (NOR), Trevor Fisher Jnr (RSA), Richard Sterne (RSA), Jaco Ahlers (RSA), James Kamte (RSA), Anthony Snobeck (FRA), Estanislao Goya (ARG), Peter Whiteford (SCO), Allan Versfeld (RSA), Ryan Cairns (ZIM), Michiel Bothma (RSA)
70 - HP Bacher (AUT), Tommy Fleetwood (ENG), Matthew Southgate (ENG), Martin Kaymer (GER), Oscar Floren (SWE), Andrea Pavan (ITA), Jorge Campillo (ESP), Coenie Bester (RSA), Martin du Toit (RSA), George Coetzee (RSA), Jaco Van Zyl (RSA), Lloyd Saltman (SCO), Marc Warren (SCO), Roope Kakko (FIN), Niclas Fasth (SWE), Bradford Vaughan (RSA)