The Dunhill Links is a pro-am, formatted like the Pebble Beach Pro-Am on the PGA TOUR. For the first three days, play will be contested on three courses - the Old Course at St. Andrews, Carnoustie Golf Club and Kingsbarns Golf Links - before the final round is played on the Old Course.
World No. 5 Vijay Singh is tied for fourth with Gary Evans at minus-7. Padraig Harrington is one of five players one stroke further back at 6 under par.
Casey opened his round on the 10th tee at Kingsbarns. He got on the board with back-to-back birdies from the par-5 12th. After a par on the 14th, Casey moved to 3 under with a birdie on the par-3 15th.
The 29-year-old, who currently tops the Order of Merit, made it two straight as he also birdied the 16th. He parred the next three around the turn.
Casey collected a birdie on the par-3 second, then birdied the third to get to minus-6. He holed out for eagle on the par-4 sixth to jump into a share of first at minus-8. Casey closed with a birdie on the par-5 ninth to grab the outright lead.
'I still feel tired and I went into this week not expecting much,' Casey admitted. 'That's probably why I played well. I spoke to David Howell (No. 2 on the Order of Merit) in the locker room and we're just going to play our golf and not think about the Order of Merit. I'd dearly love to win it, but if I don't, then this will have been a wonderful year anyway.'
Edfors played from the first at Kingsbarns. He carded a birdie on the opening hole, then eagled the third. He got to minus-4 with a birdie at the fifth.
The Swede ran off three birdies in a four-hole span from the ninth to move to 7 under. He gave a stroke back with a bogey on the 13th.
Edfors atoned for that mistake with a birdie on 16. He joined Casey in the lead at minus-8 with a birdie on 17, but parred the last to end one back.
Dredge started on the back nine at the Old Course. He immediately flew up the leaderboard with five straight birdies from the 10th. After a birdie on the 16th, he struggled on the famous 17th, known as the Road Hole.
The Welshman faltered to a double-bogey on 17 to dip to minus-4. He recovered one of those lost strokes with a birdie on 18.
Dredge climbed to 7 under with birdies on two and five. He moved within one of the lead thanks to a birdie on No. 9.
Harrington was joined in sixth place by Scott Drummond and Mikko Ilonen, 66s at St. Andrews, Nick Dougherty (66 at Kingsbarns) and Anders Hansen (65 Carnoustie).
There are eight more players -- including Miguel Angel Jimenez and Sam Torrance -- one stroke further back at minus-5.