'To start a tournament, that was a pretty special day,' said Stupples, who tied for 15th last year. 'It was very fantastic to do it in front of a home crowd. I was nervous to start because I always want to play well when I come home.'
Defending champion Annika Sorenstam opened with a 4-under-par 68. She is tied for third place with Catriona Matthew, Natalie Gulbis, Minea Blomqvist and Bettina Hauert.
'I'm very happy to start out with a 68. It's a good start,' said Sorenstam, who completed the career Grand Slam last year at Royal Lytham & St. Annes. 'But if you look at the whole round, it was a little bit of an up-and-down type of day.'
Sorenstam mixed seven birdies and three bogeys in her round on Thursday. Her play midway through the round got her into first place with birdies at seven, nine, 10 and 13, all from inside 10 feet.
If Sorenstam can visit the winner's circle on Sunday, she will join Mickey Wright as the only players to successfully defend every major title. Sorenstam captured her second consecutive LPGA Championship title last month and repeated at the U.S. Women's Open in 1995-96 and at the Nabisco Championship from 2001-02.
But after one round it was a 31-year-old from Dover, England that led the way.
Stupples, who won this year's Welch's/Fry's Championship with a historic, four-round total of 258, broke into red figures early. She reached the green at the par-5 second hole in two with a 7-iron and two-putted from 40 feet for birdie.
At the par-3 fourth, Stupples hit a 6-iron 15 feet from the hole and sank the birdie try. She added another birdie at the ninth, also from 15 feet to make the turn at minus-3.
Stupples made it two in a row around the turn when she two-putted from 35 feet. That birdie tied her for the lead at 4 under par, but the Englishwoman waited until later in her round to assume the top spot on the leaderboard.
Stupples elected to lay up short of the green at the par-5 14th. She hit her third to 8 feet and ran home the birdie try. Stupples drained a 5-footer for birdie at 16 and an 8-footer at the 17th to go two clear of the field.
Stupples had a battle just to get to Sunningdale on Thursday. There was a traffic jam near the course, thanks to someone cutting down a tree off a nearby highway.
'The traffic coming in here today was very stressful,' said Stupples, who left earlier than usual thanks to some advice from her parents. 'I think this week I would have allowed maybe 15 more minutes, just because I could then sit down, relax, maybe have a bite to eat before I start to play.'
Lee, who tied for second behind Stupples at the season-opening event, was also flawless on Thursday. She chipped in from 18 feet for birdie at the first, then sank a 9-footer for birdie at No. 2.
She parred out the remaining holes on her front side, but holed a 16-foot birdie putt at the 10th and another from half that length at the 11th.
It was another birdie run to close her round that moved her up the leaderboard. She hit 9-iron to 15 feet to set up birdie at the 17th, then used the same club to knock her approach to 30 feet at the last. Lee ran home that birdie to get sole possession of second place.
'Today was a good day,' said Lee, who shot a 60 in the first round of this year's Welch's/Fry's Championship. 'This is a great golf course. My dad played here 25 years ago when we lived here and he commented about the course before. It is very interesting playing here.'
Cristie Kerr, a two-time winner this season, shot a 3-under 69 and is part of a logjam in eighth place. She is knotted with Lorena Ochoa, who is third on the tour's money list, Seol-An Jeon, Janice Moodie, A.J. Eathorne Nadina Taylor and 47-year-old Beth Daniel.
Europeans Laura Davies, who would be eligible for the Hall of Fame with a win this week, Patricia Meunier-Lebouc and Carin Koch headline a group tied for 15th at minus-2.