The 24-year-old Chinese player had seven birdies and a bogey in her morning round in perfect conditions at Mission Hills.
''This morning, it was playing easier because there was no wind,'' Feng said. ''This course, usually in the afternoon, the wind will pick up. So, afternoon is actually the big challenge.''
Feng won the 2012 LPGA Championship to become the tour's first Chinese winner and had two victories late last year. She tied for 16th last week in the Kia Classic in Carlsbad, her best finish of the year.
''The beginning of this year I was kind of a little lost because I lost a little weight and my swing kind of changed a little,'' Feng said. ''I wasn't swinging very comfortably when we were playing over in Asia. But I do think that my condition is better and better.''
Paired with 58-year-old Hall of Famer Amy Alcott, Feng rebounded from a bogey on the par-4 15th with a birdie on par-4 16th and closed with two pars.
''She was actually encouraging me,'' Feng said about Alcott. ''Like I made a bogey on 15, and she was like, 'OK, let's make two birdies back in the last three holes.' I was like, 'Yes, ma'am.' Then I only made one. I didn't make two, but I thought that was good enough.''
Alcott shot an 81 in her 36th start in the tournament she won in 1983, 1988 and 1991. In 1988, she became the first player to take the now-traditional victory leap into Poppie's Pond.
Angel Yin, a 15-year-old high school freshman from the Los Angeles suburb of Arcadia, was second after a 68. She also played the event last year, tying for 55th.
''I think this course suits me really well just because the greens,'' Yin said. ''I really like the greens here, so my putting really is better than any other course I play.''
The long-hitter missed the cut last week in Carlsbad, shooting 83-72 after earning a spot in the field as a Monday qualifier.
''I got really nervous,'' Yin said. ''The first hole I picked up the ball on the fringe and got penalized, which is pretty bad.''
She was asked if there was a player she wanted to meet, but was too shy to approach.
''Michelle Wie,'' Yin said. ''If she sat next to me and said 'Hi' to me, I'd probably run.''
Cristie Kerr and Jennifer Rosales were tied for third at 69.
''I kept it together,'' Kerr said. ''I hit a lot of bad shots out there, actually, and recovered well. I kept my calm and made some big par putts when I needed to.''
Anna Nordqvist, the winner last week in Carlsbad for her second victory of the year, opened with a 71. Playing partner Stacy Lewis, the 2011 winner, had a 73. She struggled off the tee, hitting a number of drives to the right.
''The good thing is I'm hitting my irons well and hitting some good putts,'' Lewis said. ''If I can straighten out my driver I'll be right there.
Sixteen-year-old Lydia Ko also shot 73. She had problems off the tee, too.
''I didn't hit my driver that well,'' Ko said.
Defending champion Inbee Park opened with a 74. Last year, she won by four strokes for the first of her three straight major victories.
''The pin positions were very tough for the first day,'' Park said. ''Half of the pins, we couldn't go at. There were very tough pins out there. I just didn't give myself a lot of opportunities. Obviously, the opportunities I had, I didn't make the putts.''