Playing in his first professional tournament, England's Danny Denison is among a group of three players one stroke behind the leaders after a 5-under-par 67.
Denison, 20, earned his berth in the tournament by winning the Qatar Open Golf Championship in December, also at Doha Golf Club. He was enjoying a spotless round until a bogey at the par-5 18th ruined his chance for a share of the overnight lead.
'I just tried to block out everything that was going around and tried to play my own game and it worked,' said Denison, who said he hoped to turn professional in September.
Joining Denison in third place are 2003 champion Darren Fichardt and Chawalit Plaphol.
Defending champion Ernie Els, who made a strong comeback from knee surgery with a win at the dunhill championship last month, shot a 1-under 71 and is tied for 25th place with 19 other players.
For Els, it was a better start than last year when he opened with a 73 before posting three rounds in the 60s to win. If he makes the cut this weekend, he will tie Bernhard Langer's record for the most consecutive cuts made on the European Tour at 69.
Els was two shots better than world No. 2 Vijay Singh, who was one of 18 players tied for 59th place at 1-over 73. Singh shared eighth place last week at the inaugural Abu Dhabi Golf Championship on the European Tour.
In all, there are 58 players even-par or better after the first round, and 42 of them are within five shots of the lead.
Gonzalez began his round on the back nine and collected five birdies before the turn, including one at the par-5 18th. He birdied back-to-back holes at Nos. 4 and 5, but missed the green and dropped his only stroke at the par-3 eighth.
A three-time winner on the European Tour, Gonzalez finished fourth last week in Abu Dhabi.
'I played great again,' Gonzalez said. 'On my first nine holes, I hit it really solid and I will try to stay up there after last week and play the same. Today I was just very relaxed.'
Stenson's round was a bit more up-and-down. He opened on the front nine and stumbled to a bogey at the par-3 third before picking up birdies at four and five. He was even-par around the turn after a bogey at No. 8, but the Swede turned it on after that.
Following birdies at 10, 11 and 13, Stenson eagled the 307-yard, par-4 16th after driving the green. He then tied Gonzalez for the lead with a birdie at the last.
'Today I got off to a bit of a trembling start, but then got it back on track after a couple of holes and played really well on the back nine,' said Stenson, who was second last week in Abu Dhabi, one stroke behind winner Chris DiMarco.
Sharing sixth place at 4-under 68 were Niclas Fasth, Richard Finch, Boonchu Ruangkit, Charl Schwartzel and Graeme Storm. Paul McGinley and Jean van de Velde led a group of nine players tied for 11th place at minus-3.