Gloria Park. Kris Tschetter and Johanna Head share second place at 5-under-par 67.
Mallon, who posted a brilliant 65 in the final round of the U.S. Women's Open last Sunday to win the event for the second time in her career, certainly received a boost from the major win.
'It's such a humbling game and that's where experience helps,' said Mallon. 'I knew that I needed to rest. That was the most important thing this week, after a week like last week. So I did that, and again, having a great caddie like John with the preparation part really helped for today's round.'
The 41-year-old jumped out of the gate with a 9-footer for birdie at the first and picked up the first of three straight birdies starting at the par-3 second to quickly move to 4 under on the Battlefield Course at Legends on the Niagara.
'It was nice,' Mallon said of her start. 'And then on the sixth hole I had a 3-footer and missed it, but I'm not going to complain about that, because I made some really good putts before that.'
Mallon kept her momentum going with a birdie at the par-3 eighth after her tee shot dropped 10 feet from the hole to go out in 31.
On the back side, Mallon tallied back-to-back birdies from the 14th to jump into the outright lead. She then parred her way in to secure a solid edge after the opening round.
'You have to carry your momentum and know how to handle that,' said Mallon, a 16-time winner on the LPGA Tour. 'When you're playing well, you have to go with it and don't fight it. Certainly that's what I'd like to do this week.'
Head struggled early with a bogey at the first, but she responded with a birdie at the par-4 fourth. She faltered again with a bogey at the fifth, but came back with a birdie at the par-5 sixth.
The 31-year-old added a birdie at the ninth and played her approach to 25 feet for a birdie at the 12th. Head then birdied two in a row starting at the 14th and closed with a birdie at the last for her 67.
'It was a bit tough because I started with a bogey on the first,' said Head. 'I just kept going. I knew that the greens are tough out there and you have to hit it in the right place. I just kept being patient.'
Park collected six birdies and a bogey to join Head two shots off the pace. Tschetter meanwhile tallied five birdies for her share of second after a bogey-free round.
Jennifer Rosales, who held the lead heading into the final round of the U.S. Women's Open, played the back side first and parred her first eight holes before picking up a birdie at the 18th.
The 25-year-old then birdied five of her next eight holes to reach minus-6, but a double bogey at the ninth left her three shots behind Mallon.
'I played good overall, just the last hole,' said Rosales. 'I'm pretty happy with the way I ended up today. I'm looking forward to tomorrow's round.'
Rosales was joined by Angela Stanford and Canada's Dawn Coe-Jones in a tie for fifth at 4-under-par 68.
Defending champion Beth Daniel followed along with Lorena Ochoa, Mi Hyun Kim, Nancy Scranton, Heather Daly-Donofrio, Catherine Cartwright, Kate Golden, Denise Killeen, Janice Moodie and Wendy Doolan at 3-under-par 69.