Mexican star Lorena Ochoa was three strokes back after a 71.
The 34-year-old Burton, who started play on No. 10, birdied Nos. 15, 17 and 18 to reach 2 under, then bounced in her second shot from 96 yards on the 376-yard first.
'It just took a couple of hops and went right in the hole,' said Burton, who won the last of her five LPGA Tour victories in 1998. 'It definitely got me on my way.'
She added birdies on Nos. 5 and 7, but bogeyed the eighth.
'I didn't hit the driver well today, but I kept it in play,' she said.
Pressel also opened on the back nine, and had an eagle of her own on No. 10. Facing the late afternoon wind, she had four bogeys, but reeled off five straight birdies on Nos. 4 to 8.
Kuehne had five birdies, but three-putted from 20 feet for a bogey on the par-4 11th. Young-A Yang, Julieta Granada, Alena Sharp, Giulia Sergas, Heather Young and Katie Futcher opened with 70s.
Defending champion Carin Koch had an eagle and a double bogey en route to an even-par 73. Natalie Gulbis, the leader after one round in 2005, shot a 77, then was disqualified for failing to sign her scorecard, even though she signed Koch's as a witness and was calmly signing autographs after her round.
Pressel said the wind kept her from playing more aggressively.
'Hopefully, in the morning it should be a little calmer so I can go for more pins and make more birdies,' she said. 'I know they're out there because I really did play poorly in the middle and still managed to shoot 4 under.'
Kuehne said an early tee time helped her avoid the worst winds, which began gusting to 15 mph in the late morning and never subsided.
'I'm not sure how the winds are going to be tomorrow. I'm not sure how the greens are going to be,' she said. 'You never know what me will show up tomorrow. It's only Thursday.'
Carved into rocky hills overlooking Morelia and designed by Jack Nicklaus, the 6,600-yard Tres Marias course features steep inclines and narrow fairways and is tough even when the wind doesn't wreak havoc.
The 24-year-old Ochoa has three wins so far this year, but has not been a factor in the three LPGA Tour events south-of-the-border since March 2005.
Beginning on the back nine, Ochoa birdied her first hole, then recovered from a bogey on the 13th with birdies on two of her next three holes. She birdied Nos. 1 and 7, but had bogeys on 4 and 5. On the par-4 ninth, she hit a 7-iron approach when an 8-iron would have been better, then two-putted for bogey.
Ochoa is from Guadalajara, 175 miles northwest of Morelia. About 150 friends, family members and fans followed Ochoa throughout her round, chanting 'Lorena!' 'Lorena!' and wearing T-shirts bearing her name.
'You like to be good and play good for everybody and when you don't do as good, it just hurts you because I'm here in my country with my people,' said Ochoa, who tied for 16th at the Corona Morelia last year.
She said she will stay relaxed, even though she has struggled in the past in front of cheering fans.
'Experience counts,' she said. 'I've learned from last year.'
Ochoa leads the LPGA Tour money list with $1,974,122 and a strong showing in Morelia -- the purse is $1 million, with $150,000 going to the winner -- could push her over $2 million for the season. She would be the just second player to do so after world No. 1 Annika Sorenstam, who is not playing this week.
Ochoa shrugged off questions about her earnings.
'I never think (about) money,' she said. 'I just think about the tournament itself.'