The Englishman leads a trio of South Africans -- Alex Haindl, Charl Schwartzel and Ulrich van den Berg. He had five birdies and three bogeys at the windy Pearl Valley Golf Estates course.
'It was rewarding and punishing out there,' Rock said. 'But I'm not bothered by the wind. You have to accept that you're not going to get it as close to the hole as you normally would. This is a week for chipping and putting.'
Ernie Els, who blew a two-stroke lead on the final hole last week, finished the first round at 5-over 77.
Greg Norman (75) was tied for 27th after a pair of double-bogeys. Two-time U.S. Open champion Retief Goosen (74) and Darren Clarke (72) are also in the field.
Defending champion Trevor Immelman pulled out of the tournament after playing just two holes because of a rib injury. He is expected to need surgery.
'I was hoping to play through the pain and continue the tournament, but the pain intensified to the degree that I was struggling to breathe and also to swing,' Immelman said in a statement.
Rock bogeyed his first hole of the day, but he had a pair of birdies on the third and fifth holes before dropping shots on Nos. 7 and 8. On the back nine, he had three more birdies.
Els was penalized a stroke for not declaring he was playing a provisional ball after assuming he had gone out of bounds on the 16th hole. He eventually carded a double-bogey.
Els had another double-bogey on No. 17. He bogeyed the fourth, 11th, 12th and 14th holes and had three birdies.
He is tied for 49th with John Bickerton, the man who won last week when Els collapsed on the final hole of the Alfred Dunhill Championship.