Warren, who enjoyed a good finish to last season to ensure his playing privileges for this campaign, made the most of the favourable conditions on Thursday morning.
The Scot looked at ease on the Saujana course and he made four birdies and an eagle on the front nine, getting to the turn at -6 in what was an impressive start to the tournament.
He made further gains at holes 12, 14 and 17 and ended up signing for a nine-under-par 63, leaving the 35-year-old two strokes clear at the top of the leaderboard.
Warren, who is searching for his first European Tour title since winning the 2014 Made in Denmark event, was pleased to have hit the ground running and is hoping to keep the good form going over the next three days.
"Obviously it was good today, it was a good tee-time nice and early before the wind picks up," he said, as quoted by europeantour.co.uk. "I got off to a really nice start, six under for the first nine holes. Once the wind picked up on the back nine it was just a case of staying solid and hitting the greens.
"More of the same tomorrow. My iron play was very good today and recently I have been making a lot of birdies but a lot of mistakes as well. It was nice to get around without a bogey."
Thai teenager Phachara Khongwatmai is sitting in second position after a seven-under-par 65, one shot ahead of Malaysia's Arie Irawan, Masters champion Danny Willett, American Peter Uihlein, India's Gaganjeet Bhullar, German Marcel Siem and Australia's Sam Brazel.
It was not such a great day for Welshman Jamie Donaldson, who was part of Europe's 2014 Ryder Cup-winning team, after he withdrew from the event after 14 holes due to injury.