Sandelin leads by two strokes over Fredrik Henge, Garry Houston, 1999 British Open champion Paul Lawrie, Damien McGrane and Gary Emerson, who all shot 4-under 68s. Nine players are one stroke further back in a tie for seventh place.
A five-time winner on the European Tour, Sandelin battled the swirling winds at Santo da Serra Golf Club and earned the third first-round lead of his career.
Sandelin's second career victory came at this event in 1996, but he won just three more times over the next six years and hasn't visited the winner's circle since the 2002 Asian Open.
His early success led to a Ryder Cup appearance in 1999. Six years later, Sandelin found himself needing a 10th place finish at Q-school to retain his European Tour card.
'It has been very tough. We know that I won five times in the first five years...and then I just couldn't play golf,' said Sandelin, 38. 'So it was hard, but I still have the faith that I can play golf. I am physically fit and I should be able to play good golf again. I can't see the reason why I can't do it.'
Sandelin performed like a player at the top of his game Thursday.
Beginning his round on the back nine, Sandelin moved into red numbers with a birdie at the par-4 12th, where he knocked a pitching wedge within a foot of the hole. He was 2 under around the turn after another birdie at the 187-yard, par-3 15th.
After a stretch of five straight pars, Sandelin got to 3 under with his third birdie of the day at the par-5 third. He then collected three straight birdies from the sixth to reach minus-6.
Though he could not recall his last bogey-free round, Sandelin doesn't believe he's had one in the last five years.
'I have been practicing good and focusing on the game a lot,' he said. 'What I have learned in the last five years is to take the bad days quite easily.'
There are 27 players within four shots of Sandelin's lead. Among them, at 3-under-par 69 are Gary Murphy, Carlos Rodiles, Kyron Sullivan, Jean van de Velde, Sam Walker, Ben Mason, Warren Abery, Mark Foster and Stephen Gallacher.