Harrington is coming off an emotional, whirlwind week following the Europeans' dramatic upset victory over the United States in the Ryder Cup. Admittedly, and understandably, tired coming into the tournament, Harrington was able to shoot 33-33 in Thursday's round, including an eagle two on the par-4 third.
Romero, who earlier this year won the Scottish Open and is currently eighth on the Order of Merit, had eight birdies and just one bogey for his 7-under-par 65.
India's Jyoti Randhawa and South African's Nic Lawrence are both tied with Harrington in second place at 6-under.
Another Ryder Cupper, Dane Thomas Bjorn, is one of three players two back at minus-5. Spains Santiago Luna and Swede Mikael Lundberg join him with their own 67s.
Rising star Adam Scott is in a group of six players just three off the pace, in with a 68.
Philip Price, who defeated world No. 2 Phil Mickelson in Sundays singles matches, is alongside eight others at 3-under-par 69.
Ryder Cup hero Colin Montgomerie is in a large group of 20 that stand at 2-under par after the first day. Also in that bunch are Retief Goosen, Vijay Singh and Englands Justin Rose.
American teen sensation Ty Tryon managed five birdies on Thursday, but also struggled with six bogeys and finished at 1-over 73 and in a tie for 73rd.
European Ryder Cup captain Sam Torrance withdrew from this week's tournament. He is suffering from a neck injury and is physically drained after the win last week against the U.S.
'I have been carried along on a tide of emotion since Sunday night and feel physically and emotionally drained by the euphoria of the Ryder Cup victory,' he said in a statement Wednesday.
Full-field scores from the Dunhill Links Championship