Scot Warren shot an eight under par 63 to seize the early inititive.
The 35-year-old began with six successive birdies at Victoria Clube de Golfe before adding a further three after blemishing his card slightly with a bogey on the seventh.
Fellow Briton Eddie Pepperell also made a strong start to the competition on Thursday as he seeks to secure his Tour card for next season.
The 25-year-old, who needs to retain his current ranking to make the cut, sits one shot off the overnight lead in joint-second position with Finn Mikko Korhonen, America’s David Lipsky and the British pair of Matthew Baldwin and Callum Shinkwin.
Baldwin, 30, needs a top-two finish this week to keep his card and he hit eight birdies in the opening round, although a bogey on the seventh blotted his copybook.
Chris Paisley is among a group of five players a shot further back on six under, along with Swede Jens Fahrbring, who also needs a top-two finish, and Spaniards Alejandro Canizares and Nacho Elvira.
Defending champion Andy Sullivan, who last year secured victory by a tournament-record nine shots, is four strokes off the pace on four under.
He praised his supporters - dubbed ‘Sulli’s Army’ - for helping him through a bogey-free opening round.
“Front nine, I felt a little bit down the way I was playing and not really converting and they (the supporters) kept me going for a long time there,” he told europeantour.com.
“Then the back nine I started to play better and give myself more chances.
“It’s down to them that I probably played that little bit better today. If I didn’t have them there, I could have fell into the doldrums after that front nine. Thank ‘Sulli’s Army’ for getting me through that.”