The Northern Irishman had the worst of the early morning conditions as most of the top players in the field, including defending champion Ian Poulter (71), struggled in the swirling winds at the Fanling Course at Hong Kong Golf Club.
Quiros and Horsey shot their 64s when conditions improved later in the day.
“I was able to handle the wind pretty well today. This is probably the best round that I have played here,” McIlroy said. “It was a solid round. I didn’t make a mistake, six birdies and no bogeys is always a nice way to start the tournament.”
The 22-year-old McIlroy, a two-time runner-up in the past three years in Hong Kong, acknowledged he has lost a couple of events this year that he was in position to win.
“That’s something I’ve been trying to work on,” said McIlroy. “But you know, as long as I get myself in these positions and start winning more regularly, I think then it becomes a habit and hopefully I will do it more often.”
Quiros chipped in at the 18th for one of four birdies in a bogey-free round that also featured an eagle.
“I was a little bit lucky to be up here,” the Spaniard said. “It is still early days, but I expect Rory to be up there all the time.”
Horsey also made a birdie at the last, hitting a 9-iron approach to 2 feet for a tap-in in his bogey-free round.
“I played very nicely today and it was a pleasing start,” the Englishman said. “I missed just two greens all day and had a couple of sand saves, which was nice as it kept the momentum going. But it is still early days.”