Winless in 123 career starts, the 31-year-old Piller shot a bogey-free 4-under 67 to reach 14-under 199 at Las Colinas Country Club.
''It is a big deal, but to me it's not a big deal,'' Piller said. ''The golf ball doesn't know that I'm in the lead. So I just try to kind of dumb it down for myself and control the things I can do and that's myself, and being calm and being confident and committed. ... I still have the same mentality.
''I've got to go out there and I'm going to play aggressive, play smart and play committed.''
Piller lives in Plano, about 20 miles from Las Colinas. The long-hitting U.S. Solheim Cup hero grew up in Roswell, New Mexico, and played at the University Texas-El Paso.
A number of friends from high school and college joined her family - led by her husband, PGA Tour player Martin Piller - on the course following her. Martin Piller was back in town after missing the cut in the Zurich Classic in Louisiana.
''It would be awesome, it would be ideal,'' Piller said about the possibility of winning in front of her family and friends. ''But the cool thing about it is no matter how I play tomorrow, I know that they're going to be proud of me and we're going to go back and hang out and they're not going to think anything different of me, so it's pretty cool to have that support.''
Piller hit to 4 feet to set up a birdie on the par-4 second, then birdied three straight par 5s - two-putting No. 3 and making a 5-footer on No. 7 and a 10-footer on No. 10. She parred the final eight holes.
''I felt like I gave myself opportunities,'' Piller said. ''Had some great shots, just couldn't get some putts to fall. These greens are pretty tricky and they have a lot of slope to them so you definitely have to give them respect. But I don't feel like I kind of like barely got by with eight pars, I felt like I could have been a lot lower. So, definitely a lot of confidence going into tomorrow.''
Piller has hit 52 of 54 greens in regulation, with the two misses coming in the first round. She tied for third last week in California in the Swinging Skirts for her third straight top-six finish.
''Last week, just because I didn't win, I still consider that a winning performance for me,'' Piller said. ''I felt like I played well. I just wasn't good enough.''
Hur also lives in the area in McKinney. She finished the second round Saturday morning.
''My body feels a little bit tired, but we had a rest between the teeing off the third round so we recover the body conditions and everything,'' Hur said.
Yang had the best round of the day.
''Shot and putting both together,'' Yang said. ''I hit it very solid out there and I made some putts. I left some putts short right in the heart.''
Fifth-ranked Brooke Henderson had a 73 to drop into a tie for 19th at 3 under. The 18-year-old Canadian has eight straight top-10 finishes.
Amateurs Cheyenne Knight and Karah Sanford were among the 53 players to advance to the final round in the event that features two cuts.
Knight, a 19-year-old University of Alabama freshman from nearby Aledo, was tied for 26th at 2 under after a 72. The 14-year-old Sanford, a high school freshman from San Diego, was tied for 46th at even par after a 71.